Quantitative Finance
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Kian

Interested in stats, computing and quant finance

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  • Member for 6 years, 8 months
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  • Last seen Jul 10 at 19:14

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13 Why is this stochastic integral a martingale? Dec 8 '14
11 Distribution of stochastic integral Jul 2 '15
6 Why is this stochastic integral a martingale? Dec 8 '14
4 How much money tracks the FTSE? Jun 16 '17
4 Optimal Portfolios Nov 13 '14
4 Stochastic Differential Nov 5 '14
3 Wiener process integral Nov 28 '14
3 “The drift of stock price becomes the risk-free interest rate” under RNP Mar 19 '15
3 Risk free rate proxy Oct 22 '15
3 How to get real-time data for Fama-French model? Nov 13 '14
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