Quantitative Finance
Derek Ploor
  • Member for 10 years, 2 months
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About
Apparently, this user prefers to keep an air of mystery about them.

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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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