Quantitative Finance
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Kian

Interested in stats, computing and quant finance

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  • London, United Kingdom
  • Member for 7 years, 8 months
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  • Last seen Feb 17 at 0:06

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14 Why is this stochastic integral a martingale? Dec 8 '14
13 Distribution of stochastic integral Jul 2 '15
9 Why is this stochastic integral a martingale? Dec 8 '14
5 Stochastic Differential Nov 5 '14
4 Optimal Portfolios Nov 13 '14
4 How much money tracks the FTSE? Jun 16 '17
3 “The drift of stock price becomes the risk-free interest rate” under RNP Mar 19 '15
3 How do I get a list of yahoo tickers for NYSE Mar 26 '15
3 Reference for drawdown, look ahead bias and survivorship bias Apr 13 '15
3 Risk free rate proxy Oct 22 '15
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