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Quantitative Finance
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krkeane's user avatar
krkeane's user avatar
krkeane
  • Member for 2 years, 4 months
  • Last seen this week
  • United States
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answer
3
How to make markets for highly liquid assets?
Apr 28, 2023
answer
2
Estimate of realized spread
Nov 11, 2023
question
2
Expected date of exercise - American put
Jun 21
answer
2
How do you avoid noise in daily averages?
Sep 1
answer
1
Calculating variance of long/short portfolio
Jan 26, 2023
answer
1
Imposing diagonality of error covariance matrix when the CAPM holds
Jan 31, 2023
answer
1
Faster Portfolio Optimization under rank 1 updates
Apr 28, 2023
answer
1
Expected date of exercise - American put
Jun 23
question
1
Difference in value - American call and a European call - stock pays a dividend
Aug 31
answer
1
What exactly are the “bounds” in arbitrage bounds?
Sep 19, 2022
Top network posts
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8
Is it possible to regularize a covariance matrix?
7
Estimating probability of attack in Ukraine, given count data
6
Can $X_1$ and $X_2$ be independent conditioning on $X_1+X_2$?
5
Effective sample size of a weighted sample
5
statistical comparison of two markov chain transition matrices