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user25064
  • Member for 11 years, 9 months
  • Last seen more than 2 years ago
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Top posts
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19
Is there an intuitive explanation for the Feynman-Kac-Theorem?
Feb 25, 2014
answer
8
The Definition(s) of Momentum
Jul 8, 2014
question
8
Factor Model - Minimum Variance Portfolio [Complete Proof]
Nov 1, 2014
question
7
Beta Constrained Markowitz Minimum Variance Portfolio - Closed Form Solution
Jun 4, 2015
answer
7
How to deal with missing value in a time series stock market data?
Aug 9, 2018
answer
4
Data source for historical Share Outstanding totals for individual stocks?
Jul 23, 2013
answer
4
Expected value of Black-Scholes
Jan 15, 2014
answer
4
Background required for the book by Brigo and Mercurio
Jan 29, 2014
answer
4
How to Calculate a Monte Calo VaR estimation error
Feb 24, 2014
answer
3
Sums of random variables and independence
Jun 2, 2015
Top network posts
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27
How do you borrow a mutable reference during a match?
19
How can I skip the Nth element in a Rust iterator?
18
How to use a button to trigger callback updates?
9
Blanket implementations of traits with generics
8
How to deserialize a JSON file which contains null values using Serde?