Quantitative Finance
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  • currently working in client account management for a major market trade monitoring company
  • Protocol Coder (FIX & SSL) in c#, c & c++
  • Former Credit risk consultant & developer
  • Vast knowledge of various financial instruments having passed Claritas, started reading for the CFA, and working in finance for many years.
  • Engage in prop trading from time to time (when I'm allowed by law etc.)
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  • London, United Kingdom
  • daviessolutions.co.uk
  • Member for 7 years, 9 months
  • 33 profile views
  • Last seen Sep 23 at 11:02

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0 When the two time series with different length, how could we analysis them with a bivariate GARCH model? Dec 22 '17

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