Quantitative Finance
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Johannes Gerer

PhD in quantitative finance

MSc in theoretical physics

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Top posts (3) All Questions Answers | Votes Newest

3 Does CAPM hold for markets with two risky assets? Feb 25 '17
1 What is the Sharpe ratio of two uncorrelated strategies, each with Sharpe ratio equal 1? Feb 27 '17
1 Pricing of Binary or Digital Options or more generally options with discontinuous payoffs using PDEs Mar 7 '15

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