3,854 reputation
932
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 11 months
seen 12 hours ago

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


20h
reviewed No Action Needed Calculate efficient frontier using fPortfolio with incomplete set of returns
20h
reviewed No Action Needed Building custom indices; getting data from web; stats analysis; Python or R?
Mar
27
reviewed Reviewed Stock market prediction
Mar
27
reviewed No Action Needed Lease Accounting / FX Embedded Derivatives
Mar
27
reviewed No Action Needed Can I do a GARCH model to forecast a time series?
Mar
25
reviewed No Action Needed IB with R which package?
Mar
25
reviewed No Action Needed Building curves using onshore or offshore JPY overnight rates?
Mar
25
reviewed No Action Needed What is the fair price of this option?
Mar
25
reviewed No Action Needed Downloading Data from Interactive Brokers using IbPy
Mar
25
reviewed No Action Needed Numerical delta of Bond Options
Mar
18
reviewed No Action Needed Right metric to manage a portfolio based on correlation?
Mar
16
reviewed Leave Closed CFA (Level 1) schedule after school and working a 9-5 job
Mar
1
reviewed Needs Improvement Why is there onshore and offshore currency?
Mar
1
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Mar
1
reviewed Satisfactory Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Mar
1
reviewed Satisfactory Black Scholes formula with continuous dividend paying stock
Mar
1
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Mar
1
reviewed Satisfactory Is printing money really a bad thing?
Mar
1
reviewed Satisfactory CIR model: is the short rate really non-central $\chi^2$ distributed?
Mar
1
reviewed Satisfactory Some questions about implied volatilities and how to generate theoretical prices when market prices are not available