Quantitative Finance
fes's user avatar
fes's user avatar
fes's user avatar
fes
  • Member for 3 years, 5 months
  • Last seen this week
Profile Activity
Stats
1,692
reputation
18k
reached
47
answers
4
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
4
silver badges
10
bronze badges
Top tags
View all tags
15
Score
5
Posts
10
Posts %
14
Score
6
Posts
12
Posts %
13
Score
3
Posts
6
Posts %
12
Score
4
Posts
8
Posts %
11
Score
5
Posts
10
Posts %
8
Score
6
Posts
12
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
8
Do stock returns show positive skewness?
Sep 19, 2020
answer
6
What is the distribution of the risk-free asset?
Sep 13, 2020
answer
5
Which financial time series have a PDF and/or CDF?
Jul 19, 2020
answer
5
Transformation of local volatility model
Mar 31, 2022
answer
4
Show a model is complete but not free of arbitrage
Aug 9, 2021
answer
4
Is publication of Black-Scholes in 1973 and founding of CBEO in 1973 coincidental?
Aug 9, 2021
answer
4
Why is the stochastic process of the volatility of a stock price square integrable?
Jul 5
answer
3
Different maturities but same tenor to obtain the yield
Jul 9
answer
3
Effect of back-transforming forecasted mean of log returns to get forecasted mean of price
Jul 15
answer
3
GRS test does not reject a nonsense factor in place of the market factor
Jun 28
Top network posts
View all network posts
11
proving that $f(x) = x^s$ is holder continuous with holder exponent s
8
Least squares problem penalising the number of non-zero coefficients
6
Regression with flexible functional form
5
What is the maximum possible value of $E[X_1 X_2 X_3]$?
5
Squats lagging behind deadlift

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.