Quantitative Finance
Profile Activity
Meta user
Network profile
736
reputation
5
12

Michael Mark

PhD candidate

2
answers
13
questions
~5k
people reached
  • London, United Kingdom
  • linkedin.com/in/…
  • Member for 4 years, 7 months
  • 34 profile views
  • Last seen Feb 17 at 13:13

Communities (9)

Top network posts

We respect a laser-like focus on one topic.

Top tags (29)

Score 3
Posts 2
Posts % 13
Score 3
Posts 1
Score 2
Posts 4
Score 2
Posts 2
Score 0
Posts 3
Score 0
Posts 2
View all tags →

Top posts (15)

All Questions Answers
Votes Newest
8 What is implied volatility? Jul 27 '16
8 Black Scholes paradox exercise Jul 27 '16
7 How to show that this process is “normally distributed”? Jul 4 '16
6 Estimation of right truncated poisson process Dec 11 '17
5 Martingale property of inhomogenous poisson process Jun 5 '18
5 Uncertain volatility Aug 14 '16
4 Show that the two solutions of the SDE are equivalent Mar 11 '18
3 Where to get historical equity data? Sep 4 '16
3 Marked poisson process vs compounded Nov 17 '17
2 Hawkes process intensity solution Oct 30 '17
View all questions and answers →

Badges (17)

Gold

—

Silver

5

Rarest

Bronze

12

Rarest

View all badges →