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Quantitative Finance
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Valter
  • Member for 1 year
  • Last seen more than a week ago
  • New York
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About

MS in Financial Engineering and work in Quant Research

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Top posts
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2
Brownian Motion as a Limit of Simpler Models
Dec 8, 2023
answer
1
Distribution of Geometric Brownian with time-dependant volatility
Dec 12, 2023
answer
1
What is the common accepted/ best performed method to classify trends and mean-reversion for fixed peroid?
Dec 15, 2023
answer
0
Larger negative delta and larger positive delta
Dec 13, 2023
answer
0
Analytic Hull White model with correlated stochastic processes
Dec 8, 2023
question
0
Cleaning data before fitting the Heston SVM
Dec 13, 2023
question
0
Relative performance of StatArbs strategy
Feb 21