Quantitative Finance
Marco Breitig's user avatar
Marco Breitig's user avatar
Marco Breitig's user avatar
Marco Breitig
  • Member for 9 years, 10 months
  • Last seen more than 1 year ago
  • Zürich, Switzerland
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About

Working as a Pricing Actuary.

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Top posts
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All Questions Answers
Score Newest
answer
8
Calculate correlation between two sub portfolios and the combined portfolio
May 8, 2014
answer
7
Are the sin, cos, tan functions used in some financial calculations?
May 9, 2014
answer
5
Are there any tools or useful algos for identifying corner portfolios?
Feb 6, 2015
answer
3
Black-Litterman: Why should the views be independent of each other?
Jan 27, 2015
answer
2
Is there an easily implementable alternative to lognormal growth (something with fatter tails)?
May 15, 2014
answer
2
Making portfolios better than others for a 16 week portfolio game?
May 16, 2014
answer
1
Difference betweem martingale property and adapted filteration
May 16, 2014
answer
1
How to treat large (5K-10K) non-positive-definite (particularly near-singular) covariance matrices for Cholesky decomposition?
May 9, 2014
answer
1
How to reason about leverage in terms of elasticity
May 9, 2014
answer
1
Conditional expectation of a non stochastic process
Feb 20, 2015
Top network posts
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10
Text for an introductory Real Analysis course.
6
Redefine \middle| to insert space before and after itself
5
Fast 1D BinCounts Alternative

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