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Quantitative Finance
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KAT
  • Member for 11 years, 7 months
  • Last seen more than 8 years ago
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12
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4
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12
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4
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12
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25
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Top posts
question
9
Basket option density in BS model
Aug 4, 2013
answer
4
Average correlation of index/portfolio
Aug 10, 2013
answer
2
How to calculate VaR/CVaR for private equity, hedge fund, and alternative investment portfolios?
Aug 4, 2013
answer
2
Electricity volatility smile
Aug 10, 2013
answer
2
compute sharpe ratio for options?
Nov 7, 2013
answer
2
A non parametric study of VaR with kernel density
Aug 9, 2013
answer
0
Smoothing Term Curve
Aug 4, 2013
answer
0
Black model - volatility estimation
Aug 10, 2013
Top network posts
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8
Diffusion process. Distribution vs transition probability.
7
How often does it happen that the oldest person alive dies?
5
Potentials in Probability Theory