Quantitative Finance
Andreas
  • Member for 5 years, 4 months
  • Last seen more than a month ago
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6
Learning and applying Quantitative Finance successfully as an individual instead of a team
Jul 9 '20
4
How to create an additional ESG factor into a Fama and French 3 Factor Model
Apr 5 '20
3
About the Feller Condition in Heston Calibration
Sep 24 '16
2
Should a normal distribution be used for valuing options on assets that can potentially have negative prices?
Apr 23 '20
2
What does it mean for something to become more gaussian?
Apr 29 '20
2
What is the industry standard for annualizing returns over non-contiguous time periods?
Sep 24 '16
2
Forecasting volatility farther ahead with autoregressive machine learning
Apr 15 '20
2
Oil futures price convergence
Apr 17 '20
1
How brokers' spread costs work?
Apr 18 '20
1
Maximizing a GARCH likelihood: Good practice on constraining solutions and initial values
Apr 21 '20
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Differences between matplotlib and matplotlib-base?

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