Quantitative Finance
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Lars
  • Member for 1 year, 2 months
  • Last seen more than a week ago
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All Questions Answers
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question
8
Path-dependent options valuation
Aug 18, 2021
answer
4
Derivation of static replication formula
Sep 8, 2021
answer
3
Measuring expected returns
Mar 3, 2021
question
3
Cox-Ross-Rubinstein Model Closed Formula for Call Option
Mar 1, 2021
question
2
Intrinsic Value of European Options [closed]
Mar 9, 2021
question
2
Monte Carlo Greeks for Fixed Strike Asian Call
Sep 14, 2021
answer
2
Why in ARCH/GARCH model we don't add residual?
Dec 10, 2021
answer
2
What implies "conditional heteroskedasticity" in (G)ARCH?
Dec 11, 2021
answer
2
GARCH(1,1) parameter estimation optimization method
Jun 26, 2021
answer
1
Does IRR (and therefore YTM) assume that all cashflows are reinvested at the IRR (or YTM)? If so, how does IRR the formula show this?
Jan 4
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6
How do we know if the correlation is significant?
6
Is there a relationship between a regression's conditional mean of 0 and its 0 correlation with the error term?
6
Why is GARCH offering no predictive value?
5
When are these functions of a random variable independent?

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