Quantitative Finance
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Richard Herron

Apparently, this user prefers to keep an air of mystery about them.

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30 How does the “risk-neutral pricing framework” work? Feb 2 '11
22 How are distributions for tail risk measures estimated in practice? Feb 4 '11
22 Has high frequency trading (HFT) been a net benefit or cost to society? Aug 13 '11
18 Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures Feb 14 '11
15 Why are GARCH models used to forecast volatility if residuals are often correlated? Feb 25 '11
14 What is the “delta” option quoting convention about? Jan 31 '11
14 Control for bid/ask bounce in high-frequency trade data? Jun 23 '11
13 Is there any theoretical basis for pattern-recognition strategies? Feb 1 '11
13 What type of analysis is appropriate for assessing the performance time-series forecasts? Feb 1 '11
13 Why is there no “meta-model”? Feb 9 '11
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