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Andrey Taptunov

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1,409 reputation
617
bio website linkedin.com/in/…
location Moscow, Russia
age
visits member for 2 years, 3 months
seen Mar 25 at 8:58
stats profile views 137

1,409 reputation
 bio website linkedin.com/in/… visits member for 2 years, 3 months
617 badges
 location Moscow, Russia seen Mar 25 at 8:58
summary answers questions tags badges favorites bounties reputation activity

18 Answers

newest activity votes
14
Option pricing before Black-Scholes
1
self-consistent parametric form for equity implied volatility
13
Are there any new Option pricing models?
4
Is F# used in trading systems?
8
What kind of specialized hardware is used in trading?
6
References for developing an automated trading system?
11
Looking for a recommendation for a real life volatily trading book.
7
What are some useful approximations to the Black-Scholes formula?
4
Need advice on finding forward spot rates
14
Video lectures and presentations on quantitative finance
6
What is the implied volatility skew?
8
How are distributions for tail risk measures estimated in practice?
5
Is Scala used in trading systems
10
Paradoxes in quantitative finance
5
Model Validation Criteria
19
What concepts are the most dangerous ones in quantitative finance work?
10
What data sources are available online?
2
What blogs or articles online should I read to get started with quantitative finance?
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