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
Profile Activity
Stats
1,113
reputation
11k
reached
29
answers
13
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
6
silver badges
23
bronze badges
Top tags
View all tags
8
Score
5
Posts
12
Posts %
8
Score
3
Posts
7
Posts %
8
Score
3
Posts
7
Posts %
7
Score
6
Posts
14
Posts %
7
Score
5
Posts
12
Posts %
7
Score
3
Posts
7
Posts %
Top posts
View all questions and answers
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
View all network posts
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

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.