Quantitative Finance
Martin Vesely's user avatar
Martin Vesely's user avatar
Martin Vesely's user avatar
Martin Vesely
  • Member for 3 years, 8 months
  • Last seen more than a month ago
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4
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About

I graduated from Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University where I studied computer sciences in economics.

My hobbies are traveling, reading, quantum computing and science in general.

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4
Posts
12
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11
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3
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9
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5
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3
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9
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4
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12
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4
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6
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4
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Top posts
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All Questions Answers
Score Newest
question
12
Negative price of oil
Apr 21, 2020
answer
6
Why does portfolio optimization require a positive-definite covariance matrix?
Aug 14, 2020
question
4
Accrued interest calculation for floaters linked to O/N rates (such as SOFR)
Mar 26, 2020
answer
4
Mean-Variance optimization with no short selling
Apr 14, 2020
answer
2
Suppose that we are wrong about the relevant class of distributions for financial economics and econometrics. Now what?
Mar 31, 2020
answer
2
Why continuously compounding
Apr 4, 2020
answer
2
Can the concept of entropy be applied to financial time series?
Mar 25, 2020
answer
2
Correlation vs. dependence in finance
Nov 1, 2020
answer
2
How to model/price the risk of Covid-19 and other pandemics
Apr 17, 2020
answer
2
Ways most financial institutions measure risk
Apr 20, 2020
Top network posts
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21
What's the difference between T1 and T2?
16
Why are non-Clifford gates more complex than Clifford gates?
15
How to measure in another basis
14
Why isn't $Ry(\pi/2)$ gate equivalent to Hadamard gate?
13
What was the first electronic computer?

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