Quantitative Finance
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Fr1
  • Member for 5 years, 3 months
  • Last seen more than 2 years ago
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1
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Ping me at [email protected]

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12
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12
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4
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12
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Top posts
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All Questions Answers
Score Newest
answer
3
What is the impact of inflationary expectation on stock price?
Aug 30, 2018
answer
2
Can increase in volatility reduce the price of a deeply in-the-money European put?
Aug 4, 2019
answer
2
Do we need to assume underlying returns are normal in BSM model, given Central Limit Theorem?
Aug 20, 2019
answer
1
Total risk from asset allocation and security selection
Aug 31, 2018
answer
1
Using interest rate as a discount factor in dividend discount model
Aug 31, 2018
question
1
Borrowing at a gain (negative rates on bank mortgages, Bloomberg news) [closed]
Sep 1, 2019
answer
1
Covariance matrix from GJR-GARCH?
Aug 19, 2019
answer
1
Option quotes or trades: Which one is more informative?
Aug 5, 2019
answer
1
Zero-coupon bond pricing equation derivation
Aug 7, 2019
answer
1
ARMA+GARCH day-trading strategy
Aug 8, 2019
Top network posts
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6
Getting very large coefficients from linear regression
5
Impossible to scroll Ipython (not notebook!) while producing output within tmux window
5
Is time series analysis suitable for long term predicting/forecasting?

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