Quantitative Finance
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alexbougias
  • Member for 5 years, 4 months
  • Last seen more than a week ago
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About

Researcher at Athens University of Economics & Business (AUEB). Interested in credit risk, banking and corporate finance. Long-distance runner and ex-coxswain.

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All Questions Answers
Score Newest
answer
8
Can someone explain rigorously Taleb's criticism of Nate Silver's election forecasting?
Aug 12, 2019
answer
7
Measure theory in quantitative finance
Oct 18, 2018
answer
6
Why assume stock returns are normally distributed instead of just adjusting the kurtosis?
Aug 4, 2019
answer
6
Returns vs log returns formula
Sep 19, 2018
answer
5
Bachelier model call option pricing formula with leverage and spread
Nov 27, 2020
answer
4
implied volatility indice and implied volatility
Dec 27, 2018
question
4
Bid-Ask spread in Roll's model: Negative autocovariance of returns and informational content
Feb 15, 2019
question
4
Option order imbalance
Sep 19, 2018
question
4
Uniqueness of Risk-neutral measure: Probabilistic view
Jan 2, 2019
question
3
Implied volatility in Monte Carlo models
Apr 8, 2019
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PhD salary and teaching assistantships in German-speaking countries
5
Publish as undergraduate in Elsevier

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