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Derek Ploor

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

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  • Member for 8 years, 11 months
  • 65 profile views
  • Last seen Jan 31 '13 at 1:37

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13 How do I calculate the skewness of a portfolio of assets? Aug 2 '11
7 What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets? Nov 13 '11
4 Closed-form formula for approximate maximum duration of a bond? Aug 9 '11
3 Calculating Portfolio Skewness & Kurtosis Nov 13 '11
2 Basel II modelling vs Solvency II modelling? May 18 '12

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