Quantitative Finance
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stans
  • Member for 5 years, 4 months
  • Last seen more than a week ago
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Top posts
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All Questions Answers
Score Newest
answer
3
What is the intuition behind "jumps" causing volatility skew?
Oct 22, 2019
answer
2
Cointegration on prices or difference of prices
Aug 20, 2018
answer
2
References for Counterparty Credit Risk, especially derivatives exposure
Aug 19
answer
1
What is the intuition behind "jumps" causing volatility skew?
Oct 22, 2019
answer
1
Quasi Monte Carlo
Aug 4, 2018
answer
1
Which method would you use to compare if a time series of financial returns has more "clusterized volatility" than another?
Aug 17, 2018
answer
1
Single Model Accuracy Estimation
Aug 19, 2018
answer
1
Statistical distribution of Max Drawdown
Jan 24, 2021
answer
1
Best method to determine future success or to determine best linearity?
Jan 25, 2021
answer
1
Portfolio Volatility Calculation
Jan 26, 2021
Top network posts
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16
Comparison of statistical tests exploring co-dependence of two binary variables
13
Clarifications on Poisson Regression
6
Looking for a long-tail distribution with mean=1
5
Do equal percentage changes mean perfect correlation?

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