Quartz's user avatar
Quartz's user avatar
Quartz's user avatar
Quartz
  • Member for 11 years, 6 months
  • Last seen more than 5 years ago
  • Germany
8 votes
Accepted

Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo

7 votes

Consensus on Cauchy distribution for stock prices

7 votes
Accepted

What are the merits of pseudo random numbers over quasi random numbers in monte-carlo simulation?

6 votes
Accepted

Has there been success in applying Mandelbrot's ideas to financial markets?

5 votes

Transformation to reduce standard deviation without changing median

4 votes
Accepted

VaR for portfolio of funds

3 votes

Estimate weekly, yearly quantities from finite samples

3 votes
Accepted

Effects of random-generator-choice on derivative's price

3 votes
Accepted

Overview of software companies in the industry

3 votes

Why is C++ still a very popular language in quantitative finance?

3 votes

Random matrix theory (RMT) in finance

3 votes

Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR

2 votes

Is Unexpected Loss ever used in Basel II?

2 votes

Reference request: Survey article on GPU in Finance

2 votes

Brownian motion - first passage time

2 votes

Usage of Brownian Bridge?

2 votes

Data Synchronization

2 votes

Is Poisson Disk Sampling an alternative to crude Monte Carlo and QMC?

1 vote
Accepted

Lattice Boltzmann method for pricing options

1 vote

George Soros models

1 vote

Model-implied yield spread on corporate bonds

1 vote

Iterating through every path of a Trinomial Tree

0 votes

How to deal with extreme cases in normal random numbers generation?