user avatar
user avatar
user avatar
Andreas
  • Member for 5 years, 8 months
  • Last seen more than a month ago
6 votes
Accepted

Learning and applying Quantitative Finance successfully as an individual instead of a team

4 votes
Accepted

How to create an additional ESG factor into a Fama and French 3 Factor Model

3 votes

About the Feller Condition in Heston Calibration

2 votes

Should a normal distribution be used for valuing options on assets that can potentially have negative prices?

2 votes

What does it mean for something to become more gaussian?

2 votes
Accepted

What is the industry standard for annualizing returns over non-contiguous time periods?

2 votes

Forecasting volatility farther ahead with autoregressive machine learning

2 votes

Oil futures price convergence

1 vote

How brokers' spread costs work?

1 vote
Accepted

Maximizing a GARCH likelihood: Good practice on constraining solutions and initial values

1 vote

In an interest rate swap, is the first payment based on the floating and fixed values set at inception?

1 vote
Accepted

What is the unconditional variance for a GARCH model?

1 vote

How to use black scholes for spot trading?

0 votes

GARCH(1,1)-M MLE optimization with fmincon in R