Quantitative Finance
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Dhruv Mahajan

I am doing my masters in Financial Engineering

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  • Member for 2 years, 2 months
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Top posts (21) All Questions Answers | Votes Newest

2 Corporate Bond Yield Curve May 24 '18
2 How would one go about verifying a factor model Jun 10
2 Measuring returns Jun 25
1 Naive question: how do factor models inform portfolio construction? Jun 25
1 Calculating PD of commercial bank loan May 20
1 Custom Frequency termstrc Package Jun 5 '18
1 Roll Returns vs Total Returns Jul 3
1 Return On a Spread Mar 16
1 Crisis in in-sample period May 31
1 Expanding window vs Rolling window z-score Jun 3
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