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Quantitative Finance
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hps

Apparently, this user prefers to keep an air of mystery about them.

3
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6
questions
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  • Member for 5 years, 9 months
  • 14 profile views
  • Last seen Apr 13 at 23:14

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Top Posts (9) All Questions Answers | Votes Newest

6 Itô diffusion processes in finance with unknown distribution at a terminal value Nov 28 '13
3 Intuition behind Fama-French factors Feb 13 '16
3 Leverage and Drawdown Apr 2 '16
3 Filtering smallest eigenvalues Jul 2 '18
3 Filtering smallest eigenvalues Jul 11 '18
2 Leverage and Drawdown Oct 17 '17
1 Weak convergence of Lookback payoff with correction term Dec 29 '13
0 Sequential Optimization Aug 2 '18
0 Minimizing Correlation to Index Aug 8 '18

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