Quantitative Finance
Confounded's user avatar
Confounded's user avatar
Confounded's user avatar
Confounded
  • Member for 7 years
  • Last seen this week
Profile Activity
Stats
522
reputation
7k
reached
0
answers
18
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
8
bronze badges
Top tags
View all tags
0
Score
5
Posts
28
Posts %
0
Score
4
Posts
22
Posts %
0
Score
3
Posts
17
Posts %
0
Score
3
Posts
17
Posts %
0
Score
2
Posts
11
Posts %
0
Score
2
Posts
11
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
5
Estimation of Radon–Nikodym derivative from historical returns and option price data
Apr 9, 2019
question
5
Missing data in historical simulation VaR
Sep 3, 2019
question
4
Are all changes of measures for continuous diffusion processes given by the change of drift?
Apr 11, 2019
question
4
Kurtosis in GARCH
Oct 1, 2018
question
4
SDE for option value
Oct 23, 2018
question
3
Change of measure when calibrating real-world dynamics
Jun 7, 2018
question
3
Pricing of compounded swaps
Nov 19, 2019
question
2
Bond prices at future times under Vasick one-factor model
Jun 5, 2018
question
2
Heath–Jarrow–Morton under real-world measure
May 29, 2020
question
2
Expectation of option value
Oct 25, 2018
Top network posts
View all network posts
7
Distribution of maximum of partial sums of independent random variables
5
If $(X,Y) \sim \mathcal N(0,\Sigma)$, are $Z = Y - \rho\frac{\sigma_Y}{\sigma_X}X$ and $X$ independent?
5
IRLS for truncated normal GLM

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.