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Quantitative Finance
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Kian

Interested in stats, computing and quant finance

4
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17
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  • London, United Kingdom
  • Member for 5 years, 5 months
  • 34 profile views
  • Last seen Mar 13 at 11:41

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Top posts (21) All Questions Answers | Votes Newest

9 Why is this stochastic integral a martingale? Dec 8 '14
6 Distribution of stochastic integral Jul 2 '15
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 How to get real-time data for Fama-French model? Nov 13 '14
3 Reference for drawdown, look ahead bias and survivorship bias Apr 13 '15
2 Why is this stochastic integral a martingale? Dec 8 '14
2 “The drift of stock price becomes the risk-free interest rate” under RNP Mar 19 '15
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