Profile Activity

BigONotation

Network profile

Reputation

250

250
184
118

2016
2017
2018
2019

Top tag

var

Next privilege

350 Rep.

Access review queues

Badges

1

2

13

Newest

Popular Question

Next badge

3/5

Impact

0 posts edited

0 helpful flags

10 votes cast

Summary Answers Questions Tags Badges Favorites Bounties Reputation All actions

5 Questions

Views Newest Activity Votes

17

14

votes

3

answers

15k

views

Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations

monte-carlo var portfolio

Oct 28 at 8:40 Yannis 136

5

11

votes

4

answers

2k

views

Why does it take so many lines of code to price even the simplest of options with QuantLib

options pricing quantlib

Oct 28 '15 at 17:37 Community♦ 1

3

votes

1

answer

2k

views

When pricing options, which day counting conventions should be used to calculate time to maturity?

option-pricing

Jan 23 '17 at 17:19 Community♦ 1

0

votes

1

answer

388

views

How to calculate the VaR of a portfolio containing Stocks and ETFs?

var

Jan 30 '17 at 22:42 Community♦ 1

1

0

votes

1

answer

555

views

Is it OK to consider the expected return is zero for stocks when calculating VaR over a short horizon?

var expected-return

Sep 19 '15 at 23:02 Community♦ 1

Quantitative Finance Stack Exchange works best with JavaScript enabled