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mepuzza

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256 reputation
15
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visits member for 1 year, 2 months
seen Jun 21 '12 at 9:33
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256 reputation
 bio website visits member for 1 year, 2 months
15 badges
 location seen Jun 21 '12 at 9:33
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15 Answers

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5
 Time series of PCA - Sign change in factor loadings
4
 Non-SQL methods for high-frequency accounting?
3
 What's the best way to test/validate an interest rate lattice model
3
 Historical Level 2 Data (Market Depth)
2
 Implementing a Fast Fourier Transform for Option Pricing
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256 Reputation

+10 Is the binomial model wrong?
+10 Implementing a Fast Fourier Transform for Option Pricing
+10 What are some useful approximations to the Black-Scholes formula?
+10 Historical Level 2 Data (Market Depth)
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0 Questions

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30 Tags

5
interest-rates × 2
3
tick-data
5
pca
2
exotics
3
options × 2
2
black-scholes
3
risk-management
2
correlation
3
market-data
2
differential-equations
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1 Account

Quantitative Finance Stack Exchange Quantitative Finance 256 rep 15

5 Badges

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