BY DAY: quantitative risk manager @... Bank.
BY NIGHT: data scientist for fun, quant for passion & Linux user for love.
3 What is the price pressure? may 7 '14
3 Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software? dec 19
2 GNP/GDP and modelling may 26 '14
2 Interpolation of volatility curve for Swaption may 26 '14
2 Daily or weekly data? feb 14