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Derivatives pricing in C++, automated trading in Scala.


Sep
27
answered Option pricing ? Where to get the dividend yield from?
Sep
16
answered Why should we expect geometric Brownian motion to model asset prices?
Sep
7
answered Incoherence in Bloomberg Data in Swap Curve Builder (ICSV)
Aug
28
answered Algorithm to detect the aggressor side of a trade
Jul
23
answered What happens when bond price is less than the recovery rate
Jul
5
answered What are the unfair order execution/routing advantages HFT firms apparently have?
Jul
4
answered What is the Most Efficient Way to Calculate the Internal Rate of Return IRR?
Jun
26
answered economic facts that causes the financial time series to be heavy tailed
Jun
25
answered How to combine trading signals to achieve higher capital efficiency?
Jun
23
answered Do quants need to know Accounting?
May
25
answered What exactly is the OIS Black VOL?
May
1
answered Google historical prices on Yahoo Finance before split?
Feb
25
answered Practical equity options pricing
Feb
11
answered Is the number of outstanding shares a stationary series?
Dec
24
answered How to trade volatility?
Nov
23
answered Accrued Interest in CVA DVA
Oct
8
answered Question about the rationale of applying certain recovery rate by ISDA
Oct
7
answered How does the 2-factor Hull White model propagate the forward rates curve?
Apr
19
answered Resources for finding scholarly research on topics in quantitative finance?
Jan
23
answered Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset?