Quantitative Finance
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Taran

Quantitative Finance, Data Analysis, Derivatives pricing, Chess

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  • Los Angeles
  • Member for 7 years, 1 month
  • 24 profile views
  • Last seen Feb 21 '20 at 21:48

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7 Which interest rate model for which product Jul 22 '14
5 What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)? Jul 22 '14
2 What are the implication of a negative risk-free rate on SML? Jul 22 '14
2 How to deal with extreme cases in normal random numbers generation? Jul 22 '14
1 How to calculate the volatility matrix with multiple stocks Aug 9 '14
1 Testing the validity of a factor model for stock returns Jul 22 '14
1 Infinite autocorrelation - Unit root? Jul 22 '14
0 Use of geometric mean for average return of several indices Jul 22 '14
0 How is the price of a bond actually determined? Jul 22 '14
0 Replication of a call option by cash-or-nothing digital option Nov 30 '14

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