Apparently, this user prefers to keep an air of mystery about them.
11 What is an efficient data structure to model order book? Jul 10 '12
6 Which greeks do you need to hedge if you want to implement an implied-volatility security? May 11 '12
3 CARA Utility function expected utility Oct 9 '12
3 Change of order size Feb 12 '14
2 How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends? May 18 '12
2 What mathematical characteristics are required from the asset price process in order to stay within the RNP framework? Apr 22 '12
1 How do I simulate stock prices for a 10 asset portfolio, over a period of 10 years in MATLAB? Feb 19 '14