Coolio2654
  • Member for 4 years, 5 months
  • Last seen more than a month ago
  • Somewhere on planet Earth
1 answers
0 votes
1k views
Generally how to simulate bivariate (or multidimensional) BM sample paths?
1 answers
1 votes
1k views
2 bookmarks
How to estimate lambda for Jump-Diffusion Process from Empirical data?
1 answers
1 votes
414 views
Barra model: why standardize the fundamental risk factors?
1 answers
1 votes
287 views
Intuitive explanation of why ITM options have low Time/Extrinsic Values?
1 answers
2 votes
267 views
Why do Factor Models set up their factors differently from regression?
1 answers
5 votes
212 views
Simulate double exponential process with correlated jumps?
3 answers
1 votes
210 views
Insight on how factor models achieve dimensionality-reduction?
2 answers
3 votes
170 views
1 bookmarks
Statistical estimation vs Stochastic calibration of models
1 answers
1 votes
169 views
Naive question: how do factor models inform portfolio construction?
1 answers
1 votes
59 views
Can GARCH volatility simulations generally be applied to return-modelling models?
0 answers
0 votes
57 views
1 bookmarks
Good introduction to estimating stochastic diffusion processes?