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seen Jan 25 at 20:05

Jul
9
answered How to deal with zeroes in returns?
Jul
8
asked Practical quantitative finance problems that could be solved in trustless grid computing environment?
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
Mar
16
answered Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?
Mar
15
answered Doesn't a perpetual option contradict the Black-Scholes framework?
Mar
15
answered Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR
Mar
13
answered main arbitrage & statistical arbitrage concepts
Mar
13
answered Calculate the expectation of a shift CDF
Mar
7
answered Comparing Cash Equivalent of risky portfolios
Mar
4
asked Regression in liquidity risk model of Jarrow/Protter
Mar
2
answered Is it worth preserving orderbook structure when building it from individual orders?
Feb
17
answered Recover full tick data from missing tick data
Feb
13
answered Copula models and the distribution of the sum of random variables without Monte Carlo
Feb
4
answered Quantitative risk model for an open real estate mutual fund in Europe
Jan
31
answered How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
Jan
27
answered Topological methods in finance
Jan
25
asked How to quickly sketch a second order greek profile for a vanilla position?