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simzoor's user avatar
simzoor's user avatar
simzoor
  • Member for 4 years, 11 months
  • Last seen more than 1 year ago
  • Germany
5 votes
Accepted

Simulating from a multivariate clayton copula

5 votes

Why do banks have capital requirements on deposits?

3 votes

What are the most crucial research areas currently in quantitative finance/interesting subfields?

3 votes

Using Kendall rank correlation to construct a covariance matrix?

3 votes

Ways most financial institutions measure risk

2 votes

Core Deposits when modelling Non-Maturity Deposits according to IRRBB

2 votes

Does a bank borrow money to post the market to market valuation of assets to its ledger?

1 vote

Gaussian copula calibration to option price

0 votes

Appropriateness of the Bloomberg CLO Cashflow Generator

0 votes
Accepted

Empirical Probability Distribution

0 votes

Can one successfully daytrade 0dte options based on RSI?

0 votes

Valuing a floating-rate bond

0 votes

Connecting the dots: Black Scholes, Volatility and Implied Volatility

0 votes
Accepted

How to calculate value at risk in accordance with Basel?