Quantitative Finance
Hans-Peter Schrei's user avatar
Hans-Peter Schrei's user avatar
Hans-Peter Schrei's user avatar
Hans-Peter Schrei
  • Member for 9 years, 9 months
  • Last seen this week
  • Zurich
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1,070
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28
answers
13
questions
top 0.74% this month
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7
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All Questions Answers
Score Newest
question
6
Itô diffusion processes in finance with unknown distribution at a terminal value
Nov 28, 2013
answer
4
On first and last zeros before t in a Brownian Motion
Feb 20
answer
4
Solve for spot price given delta
Mar 19
answer
4
Trade price and settlement price
Mar 24
answer
3
Portfolio optimization on a subset of assets
Mar 19
answer
3
Understanding volatility of volatility in realized roughness
Mar 8
answer
3
Intuition behind calendar spread max loss
Mar 8
answer
3
Is there a API to obtain real-time forex data in seconds?
Mar 16
answer
3
Does skew flatten with a decline in volatility?
Mar 17
question
3
Leverage and Drawdown
Apr 2, 2016
Top network posts
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14
Dominated convergence problems with Wald's identity for the Brownian Motion
14
Differential Equations with Deviating Argument
14
Remove 'Show Entries' in datatable
6
Dominated convergence problems with Wald's identity for the Brownian Motion
6
Combining chaining and assignment by reference in a data.table

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