Network profile

May

Reputation

15

15

Jan
Feb
Mar
Apr

Top tag

probability

Next privilege

20 Rep.

Talk in chat

Badges

3

Newest

Supporter

Next badge

9/10

Impact

0 posts edited

0 helpful flags

1 vote cast

Questions (5)

Votes Activity Newest

0	Expected Loss on a Portfolio, which contains an asset and a default protection contract, due to credit defaults
0	10-day VaR for a portfolio
0	Calculating the Value-at-Risk when changing the confidence level
0	Calculation Expecting Credit Loss from a Portfolio
0	Calculating the cumulative probability of default from recovery rate, yield and coupon rate

Reputation (15)

This user has no recent positive reputation changes

Answer (1)

Votes Activity Newest

0	10-day VaR for a portfolio

Tags (15)

0 probability × 3	0 risk × 2
0 default × 2	0 credit × 2
0 volatility × 2	0 portfolio
0 var × 2	0 distribution
0 delta × 2	0 recovery

View more →

Bookmarks (0)

Votes Activity Newest Views Added

This user has no bookmarked questions.

Accounts (7)

	Stack Overflow	111 rep	12 bronze badges
	Mathematics	19 rep	6 bronze badges
	Quantitative Finance	15 rep	3 bronze badges
	Unix & Linux	11 rep	4 bronze badges
	Software Engineering	1 rep	1 bronze badge

Badges (3)

Recent Class Name

Supporter	Scholar
Informed

Active bounties (0)

Active Offered Earned

This user has no active bounties

Votes cast (1)

all time			by type
1	up		0	question
0	down		1	answer

Quantitative Finance Stack Exchange works best with JavaScript enabled