Quantitative Finance
Kermittfrog's user avatar
Kermittfrog's user avatar
Kermittfrog's user avatar
Kermittfrog
  • Member for 5 years, 11 months
  • Last seen more than 1 year ago
  • Germany
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Working in risk controlling, with a focus on market risk.

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question
1
What to do with 'simple' questions?
Mar 24, 2022
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12
Expectation of exponential of 3 correlated Brownian Motion
11
LIBOR replacement in client products and prospective pricing
11
Expected value and Variance of a stopped random process
11
If the spread between two assets is an OU process, what processes do the two assets follow?
8
Inverse Covariance Matrix Transformation from CAPM

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