User Richard Herron - Quantitative Finance Stack Exchange

Richard Herron

Member for 11 years, 3 months
Last seen this week

3 Questions

Score Activity Newest Views

22 votes

3 answers

2k views

How are distributions for tail risk measures estimated in practice?

risk probability estimation value-at-risk expected-return

asked Feb 4, 2011 at 19:14

18 votes

2 answers

2k views

Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures

futures hedging delta-neutral index

asked Feb 14, 2011 at 15:23

11 votes

2 answers

2k views

Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?

data analysis options r

asked Feb 9, 2011 at 15:59