Quantitative Finance
rbm
  • London, United Kingdom
  • Member for 5 years, 11 months
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Yes, it's a bug. Fix it.

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8 Understanding Yang-Zhang Volatility Estimator Jun 22 '16
5 Limit order book - does it get wiped over night? Feb 15 '18
4 What is `1+ return` called? Mar 10 '18
4 Value at Risk - What if an account has never suffered from a negative return Mar 7 '17
4 VaR estimate with Monte Carlo simlation Apr 5 '17
4 Volatility for time periods with little data May 30 '16
3 Density plot of the skew-t distribution Feb 23 '16
3 Correlation between 2 stocks May 12 '16
3 Variance Ratio Test in R Mar 4 '17
3 Fitting the Term structure of Discount Bonds with Ho-Lee Apr 5 '17
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