3,583 reputation
930
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 6 months
seen Oct 25 at 7:36

Mathematician, 12 years in automotive, aerospace and defense industry, 9 years in financial markets.


Aug
12
revised Machine learning for non optimal behaviour
added 214 characters in body
Aug
12
revised Machine learning for non optimal behaviour
added 61 characters in body
Aug
12
answered Machine learning for non optimal behaviour
Aug
8
answered Why would an exchange choose one matching algorithm over another?
Aug
8
revised Why would an exchange choose one matching algorithm over another?
edited tags
Aug
5
comment Is it possible to model general wrong way risk via concentration risk?
@user7056 I updated my answer to list more than CVA as a consequence to GWWR
Aug
5
revised Is it possible to model general wrong way risk via concentration risk?
added 446 characters in body
Aug
1
answered Is it possible to model general wrong way risk via concentration risk?
Jun
25
revised market-microstructure wiki description
added 110 characters in body
Jun
25
suggested suggested edit on market-microstructure tag wiki
Jun
25
answered Does pricing quant still have bright future?
Jun
24
revised Quantitative Math required for Market-making?
deleted 12 characters in body
Jun
24
revised Quantitative Math required for Market-making?
added 166 characters in body
Jun
24
revised Quantitative Math required for Market-making?
added 166 characters in body
Jun
24
reviewed No Action Needed Implied Probability of Default from Bond Prices
Jun
24
reviewed No Action Needed Implied Probability of Default from Bond Prices
Jun
24
answered Quantitative Math required for Market-making?
Jun
22
revised Do quants need to know Accounting?
added 95 characters in body
Jun
21
answered Do quants need to know Accounting?
Jun
10
awarded  Announcer