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Raskolnikov's user avatar
Raskolnikov's user avatar
Raskolnikov's user avatar
Raskolnikov
  • Member for 13 years, 3 months
  • Last seen this week
  • Belgium
13 votes
Accepted

Derivation of VIX Formula

10 votes
Accepted

Intuitive explanation for expectiles

9 votes

Paradoxes in quantitative finance

5 votes

Lévy alpha-stable distribution and modelling of stock prices.

5 votes
Accepted

Finding the process of $X/Y$

4 votes

Why do we usually use normal distribution and not Laplace distribution to generate stochastic process?

3 votes
Accepted

Logic behind sharpe ratio

3 votes
Accepted

How to sample from a copula in matlab

3 votes

Log of square of Geometric Brownian Motion

2 votes
Accepted

What stochastic process produces Student's t-distributed returns?

2 votes

Calculate standard deviation from the value at risk

2 votes
Accepted

Deriving $dR(t)$ For Reverse Exchange Rate

1 vote
Accepted

Pricing weighted/average stock price claim

1 vote

What is the dollar zero rate and the foreign zero rate?

1 vote
Accepted

generating a correlated RV which has the same correlation to existing samples

1 vote

Different Results Monte Carlo and Black-Scholes - where is my mistake?

1 vote

Does the Binomial Pricing Model require a no-arbitrage assumption?

0 votes

A good book on option pricing from theoretical and practical aspect

0 votes
Accepted

How do you interpret a positive portfolio weight (when using CAPM and CML to calculate efficient portfolios)

0 votes
Accepted

Feynman Kac Terminal value problem two variables

0 votes
Accepted

Heuristic (or algorithm) for calculating a risk premium, given a probability of default and a "minimum" profit margin (expressed as a yield)

0 votes

What are some good books to read to get an intuitive understanding of relevant financial topics?