Quantitative Finance
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Kermittfrog's user avatar
Kermittfrog's user avatar
Kermittfrog
  • Member for 5 years, 11 months
  • Last seen this week
  • Germany
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Working in risk controlling, with a focus on market risk.

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All Questions Answers
Score Newest
question
11
LIBOR replacement in client products and prospective pricing
Sep 2, 2021
answer
11
Expectation of exponential of 3 correlated Brownian Motion
Dec 13, 2020
answer
10
Expected value and Variance of a stopped random process
Sep 18, 2021
answer
10
If the spread between two assets is an OU process, what processes do the two assets follow?
May 25, 2022
answer
8
Complex numbers in VBA
Dec 2, 2020
answer
8
Inverse Covariance Matrix Transformation from CAPM
Oct 15, 2020
answer
7
How to compute par yield from zero rate curve?
Aug 25, 2020
answer
7
Contribution of an asset's variance to portfolio variance
Nov 12, 2020
answer
7
Is duration of a bond a convex function?
Aug 11, 2022
answer
7
utility function and CAPM in portfolio theory
Mar 10, 2022

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