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user7056's user avatar
user7056's user avatar
user7056
  • Member for 10 years, 1 month
  • Last seen more than a month ago
  • Switzerland
6 votes

What distribution to assume for interest rates?

5 votes

Concentration risk in credit portfolio

4 votes

Recommendations for books to understand the math in quantitative finance papers?

3 votes

Stress Testing Methods

3 votes
Accepted

Equivalency of FX forwards and FX basis swaps for risk-management purposes

3 votes
Accepted

Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?

2 votes

Are minimum-risk and minimum-variance portfolios equivalent?

2 votes

How can I estimate the parameters of an option value model of retirement?

2 votes

CVA number used by Finance Team

2 votes

Implied Probability of Default from Bond Prices

2 votes

Modelling with negative interest rates

1 vote

Excel to Java for Interactive brokers

1 vote

Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?

1 vote
Accepted

which product supports Basel III LCR (liquidity coverage ratio) reporting?

1 vote

How do I calculate weighted mean with negative weights?

1 vote
Accepted

Separated software and physical cash flows modelling and pricing to be used with negative interest rates?

1 vote

How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?

1 vote

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

0 votes

how to make a distribution model tolerable of trend?

0 votes

How popular is the IRR as a tool for capital budgeting, nowadays?

0 votes

Measuring liquidity

0 votes

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

0 votes

Correlation: Test for linear dependence

0 votes

Block Bootstrapping Relative Returns

0 votes

Encyclopedia of Statistical Tests

0 votes

Government bonds with negative yield

0 votes

Who is the issuer and the counter part of this instrument?

0 votes
Accepted

what is General IB2 Restriction in Basel II credit risk model

0 votes

Non-negative matrix factorization for factor analysis of stocks

0 votes

Do all risky assets have negative expected return over long enough time horizons?