Quantitative Finance
Marco
  • Member for 6 years, 6 months
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All Questions Answers
Votes Newest
2
Calibration of Heston version of CIR
Apr 22 '15
2
Z-Spread vs Discount Margin
Jul 26 '17
1
Why 10-year versus 2-year spread?
Nov 4 '18
0
Book recommendation for time series analysis
Nov 4 '18
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21
A proof for the stationarity of an AR(2)
11
On the horizontal integration of the Lebesgue integral
6
On the Autocorrelation Matrix of an ARMA(2,2) to derive the Yule Walker Equations
5
Is $W_{2t}-W_t$ a brownian motion?

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