3,687 reputation
931
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 8 months
seen Dec 16 at 6:42

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


Aug
31
reviewed Satisfactory Looking for Research Paper on Creation of Currency Baskets
Aug
31
reviewed Needs Improvement Option based portfolio insurance in practice
Aug
31
reviewed Satisfactory Non-linear Dynamical Systems and Quantitave Finance
Aug
29
reviewed Reviewed Does Implied Volatility always exist?
Aug
29
awarded  Custodian
Aug
29
reviewed No Action Needed VIX intraday data
Aug
29
reviewed No Action Needed Where can I find a correlation matrix between the revenues of different industries?
Aug
12
revised Machine learning for non optimal behaviour
added 398 characters in body
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 approved 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