Quantitative Finance
user3264325
  • Member for 7 years, 9 months
  • Last seen more than a month ago
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8
Why do we usually model returns and not prices?
Feb 10 '15
7
Overlapping Value-at-Risk Backtest Data an Issue?
Nov 20 '14
6
Relationship between Beta and Standard Deviation
Oct 22 '14
4
Term structure of default probabilities without market data
Jan 26 '15
4
Jegadeesh and Titman 1993 Power of their test
Sep 22 '15
3
Quantitative Real Estate Investment Finance
Jul 8 '15
3
Hedge fund database with daily data
Jun 2 '14
2
Black Scholes vs Binomial Model
Jun 9 '14
2
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Apr 3 '15
2
Why does the volatility smile flatten as maturities increase?
Feb 24 '15
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5
Using overlapping data as if it was not

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