Quantitative Finance
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  • Member for 12 years, 9 months
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  • Switzerland
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About

I am a freelancer and fully qualified actuary. My main areas of expertise are quantitative risk modelling (market, insurance, operational) and risk-return optimisation. LinkedIn profile

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All Questions Answers
Score Newest
question
14
Consistency of economic scenarios in nested stochastics simulation
Jan 29, 2013
answer
13
Random Portfolios vs Efficient Frontier
Jun 2, 2019
answer
8
Limitations of Monte Carlo simulations in finance
Nov 26, 2020
answer
6
What does tradable asset mean?
Mar 6, 2015
answer
6
What does "convergence" in Monte Carlo simulation mean?
Apr 2, 2015
question
5
Risk Parity / Equal Risk Contribution with Tail Risk Measures
Jun 15, 2018
answer
4
Is it wrong to use 'real world' probabilities for option valuation?
Feb 14, 2014
answer
4
Physical or Real-world Probability Measure
Jun 12, 2015
answer
4
tail dependency for portfolio optimization
Oct 3, 2017
answer
4
What is the risk-free rate of a precious metal, e.g. gold?
Feb 18, 2017
Top network posts
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24
Derivative of a Gaussian Process
9
Use the RBF kernel to construct a positive definite covariance matrix
7
Justification of acceptance probability in simulated annealing
7
Is there a feature mapping for this kernel $k(x,y) = (\frac{\min(x,y)}{\max(x,y)})^2$?
7
When modelling a real world event by assuming it has probability p, what are we saying/assuming about how that event behaves?

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