User stans - Quantitative Finance Stack Exchange

stans

Member for 5 years, 4 months
Last seen more than a week ago

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13 Answers

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3 votes

What is the intuition behind "jumps" causing volatility skew?

answered Oct 22, 2019 at 9:17

2 votes

Cointegration on prices or difference of prices

answered Aug 20, 2018 at 14:13

2 votes

References for Counterparty Credit Risk, especially derivatives exposure

answered Aug 19 at 12:57

1 vote

What is the intuition behind "jumps" causing volatility skew?

answered Oct 22, 2019 at 11:16

1 vote

Quasi Monte Carlo

answered Aug 4, 2018 at 11:42

1 vote

Which method would you use to compare if a time series of financial returns has more "clusterized volatility" than another?

answered Aug 17, 2018 at 12:12

1 vote

Single Model Accuracy Estimation

answered Aug 19, 2018 at 16:19

1 vote

Statistical distribution of Max Drawdown

answered Jan 24, 2021 at 3:07

1 vote

Best method to determine future success or to determine best linearity?

answered Jan 25, 2021 at 8:50

1 vote

Accepted

Portfolio Volatility Calculation

answered Jan 26, 2021 at 10:49

1 vote

Spread and volatility

answered Jan 26, 2021 at 14:42

0 votes

Copulas simply explained

answered Jan 29, 2021 at 4:29

0 votes

Pca on multidimensional data

answered Jan 21, 2021 at 5:47