Quantitative Finance
Paul
  • Member for 7 years, 2 months
  • Last seen more than 1 year ago
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Math PhD student at NYU Tandon, M.Sc. in financial math from The Courant Institute. I also enjoy programming, music, and physics.

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7
Best simplified way to model volatility in returns of an investment in a risky fixed income asset
Dec 25 '14
3
Why does the presence of cointegration solve the problem of spurious correlation? [closed]
Dec 14 '16
2
How to get list of all symbols in fred database?
Jul 17 '15
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15
The Type of <class> is erroneous error in netbeans
7
how to control default packages loaded by RMarkdown/knitr to avoid option clash
6
BTCJam API 500 errors
6
Why is this sentence wrong "He wasn't a stranger because I have met him before"?
5
Speed of subsetting data.table depends on the particular key values in strange way?

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