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Quantitative Finance
Coolio2654's user avatar
Coolio2654's user avatar
Coolio2654's user avatar
Coolio2654
  • Member for 7 years, 4 months
  • Last seen more than a month ago
  • Somewhere on planet Earth
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Top posts
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question
5
Simulate double exponential process with correlated jumps?
Mar 7, 2018
question
3
Statistical estimation vs Stochastic calibration of models
Dec 4, 2018
question
3
Why do Factor Models set up their factors differently from regression?
Jun 14, 2019
question
1
Naive question: how do factor models inform portfolio construction?
Jun 25, 2019
question
1
Insight on how factor models achieve dimensionality-reduction?
Jul 22, 2019
question
1
Barra model: why standardize the fundamental risk factors?
Jul 26, 2019
question
1
Intuitive explanation of why ITM options have low Time/Extrinsic Values?
Oct 1, 2019
question
1
Can GARCH volatility simulations generally be applied to return-modelling models?
Jul 18, 2018
question
1
How to estimate lambda for Jump-Diffusion Process from Empirical data?
Mar 5, 2018
question
0
Generally how to simulate bivariate (or multidimensional) BM sample paths?
Feb 20, 2018
Top network posts
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24
Puppeteer: how to download entire web page for offline use
21
Python Dash: loading pandas dataframes into data table
17
Python Dash: loading pandas dataframes into data table
13
tqdm: extract time passed + time remaining?
9
xgboost: Is there a way to perform regression on rates/percentages data?