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seen Sep 1 at 10:17

Jul
3
reviewed Approve suggested edit on python tag wiki excerpt
Jun
26
comment Black-Scholes fastest computation method
@Ilya You need to compute this table only once. Then you can store it in a file and load on the start of application.
Jun
26
revised Magnitude of Transaction Cost for Institutional Investors
edited body
Jun
26
revised Black-Scholes fastest computation method
hw specific added
Jun
26
revised Black-Scholes fastest computation method
added 9 characters in body
Jun
26
answered Black-Scholes fastest computation method
Jun
26
answered Magnitude of Transaction Cost for Institutional Investors
Jun
25
asked Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo
Jun
4
asked Quantitative risk management strategy for a large participant in an illiquid market
May
9
reviewed Approve suggested edit on When calculating CIP between EU and US, which interest rates data to use?
May
5
awarded  Popular Question
May
4
reviewed Approve suggested edit on Obtaining a consistent covariance matrix for stochastic volatility processes
Apr
25
reviewed Approve suggested edit on Calculating Geometric mean
Apr
8
revised Foward-start option pricing
spelling
Apr
8
revised Non-arbitrage theory and existence of a risk premium
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Apr
8
comment Non-arbitrage theory and existence of a risk premium
Can you please tell from which book is this question?
Apr
4
reviewed Approve suggested edit on Does DOM trading using broker data make any sense?
Apr
4
reviewed Approve suggested edit on Stochastic modeling of stock price process
Mar
23
reviewed Approve suggested edit on Black-Scholes and Fundamentals
Mar
20
reviewed Approve suggested edit on Why the implied volatilities calculated are so different