Stack Exchange
log in
chat
meta
about
Stack Exchange
All Sites
Hot Questions
Top Users
Newsletters
Blogs
AdAbsurdum
Oslo, Norway
top
accounts
reputation
activity
favorites
subscriptions
Top Questions
10
votes
What weights should be used when adjusting a correlation matrix to be positive definite?
correlation
risk-models
numerical-methods
asked Oct 26 '11 at 13:02
quant.stackexchange.com
6
votes
How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
monte-carlo
var
asked Feb 7 '12 at 13:00
quant.stackexchange.com
5
votes
Correlation: Test for linear dependence
correlation
asked Apr 24 '12 at 7:01
quant.stackexchange.com
Top Answers
6
Calculating log returns using R
quant.stackexchange.com
Stack Exchange works best with JavaScript enabled