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