1,687 reputation
121
bio website
location Germany
age 28
visits member for 10 months
seen 2 days ago

Economics, Pure Math, and Quant Finance - currently working towards becoming a genuine quant ;)


2d
comment Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
thank you :) You answer contains some quite reasonable suggestions
2d
accepted Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
Sep
30
awarded  Explainer
Sep
24
awarded  Autobiographer
Jul
31
awarded  Popular Question
Jul
2
awarded  Curious
Jun
25
reviewed Approve Arbitragefree Pricing: Q vs. P
Jun
7
accepted Successfull applications of Chaos Theory in Quant Finance
Jun
3
comment What exactly is the OIS Black VOL?
Do you knoe whether there is a way to convert an OIS vol the standard LIBOR-one ?
Jun
3
comment Bloomberg alternatives for fixed income data
this is some helpful information - thank you :)
Jun
1
asked Sample size and historical correlation matrices
Jun
1
comment Bloomberg alternatives for fixed income data
this is actually quite a good idea - should be cheaper than getting my own terminal. However I will still be quite inflexible and will depend on other
May
30
answered meaning of discount term in FRA value
May
29
awarded  Disciplined
May
29
reviewed No Action Needed Python library for Portfolio Optimization
May
29
accepted Introducing credit risk to an already implemented interest rate model
May
29
comment Good stochastic volatility model
by thew way what exactly do you mean by "good" - are you referring to your own model or are you looking for a "good" model ? What makes a vol model "good" in your opinion?
May
29
comment Why do some stock options have expiration dates for a given month, while others don't?
as already hinted by Ask Question please add some "meat" to the bone :) ;)
May
28
comment Successfull applications of Chaos Theory in Quant Finance
@Richard thank you for the sources
May
28
revised Successfull applications of Chaos Theory in Quant Finance
added 879 characters in body