Quantitative Finance
Bjørn Kjos-Hanssen's user avatar
Bjørn Kjos-Hanssen's user avatar
Bjørn Kjos-Hanssen's user avatar
Bjørn Kjos-Hanssen
  • Member for 9 years, 7 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
answer
6
Basic question on Ito integrals
Dec 23, 2018
answer
4
Quadratic variation of an integral of a function of a Brownian motion
Oct 8, 2018
answer
4
Ratio between Expected Shortfall and Value at Risk for $t$-distribution
Oct 30, 2017
answer
3
Is there uniform stochastic process?
Oct 31, 2017
answer
3
The right choice when the price of a stock follows a random walk
Nov 1, 2017
answer
3
yield concept for a short maturity zero coupon bond
Jan 7, 2018
answer
3
Fourth moment of a itos integral
Oct 9, 2018
answer
3
CVaR formulation
May 29, 2019
answer
2
Stochastic Calculus: How to test for dependency of random variables
Jan 27, 2018
answer
2
What is the delta of a portfolio invested in different stocks?
Jan 7, 2018
Top Meta posts
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3
2019 Moderator Election Q&A - Questionnaire
Top network posts
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72
Do you need to read a whole article before citing it?
56
Is there a measure zero set which isn't meagre?
51
When mentioning the author of a journal I am using in my Literature Review, should I mention author's credentials?
47
Do any two spanning trees of a simple graph always have some common edges?
44
Intuition for random variable being $\sigma$-algebra measurable?

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