Quantitative Finance
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pbr142's user avatar
pbr142's user avatar
pbr142
  • Member for 9 years, 9 months
  • Last seen more than 1 year ago
  • Zurich, Switzerland
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All Questions Answers
Score Newest
answer
51
How to build a factor model?
Apr 1, 2015
question
17
Why are options called what they are called?
Apr 29, 2014
answer
12
Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?
Mar 3, 2014
answer
10
How to test the 5 Factor CAPM of Fama & French (2014)?
Mar 6, 2015
answer
9
Intuitive explanation of the Hansen-Jagannathan bound
Mar 11, 2014
answer
8
Why is $C(t,S_t)/B_t$ a martingale?
Jun 3, 2015
answer
6
Local volatility SVI parametrization
Mar 10, 2015
answer
6
How to choose a risk-neutral measure when the market is incomplete?
Mar 27, 2014
answer
5
The use of GARCH
May 31, 2015
answer
4
derive black scholes greeks
Apr 25, 2014
Top network posts
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5
Why is '.QP_qpgen2' not found in quadprog?

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