Quantitative Finance
Andreas
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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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