Quantitative Finance

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Answer more than 30 days after a question was asked as first answer scoring 2 or more. This badge can be awarded multiple times.

earned this badge 4 times.
Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?
Awarded Sep 2 '19 at 20:30
Change of measure discrete time
Awarded Jan 6 '15 at 11:04
Does the correlation of matrices have explanatory power when building a pattern recognition model?
Awarded Dec 18 '14 at 13:32
Approximation of different volatilities
Awarded Sep 22 '14 at 18:50

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