1,978 reputation
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bio website quantfinance.ru
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visits member for 3 years, 10 months
seen Dec 1 at 12:14

Aug
9
reviewed Approve Average correlation of index/portfolio
Jul
16
reviewed Approve Cointegrating relationships - Johansen in R
Jul
14
reviewed Approve bootstrap tag wiki excerpt
Jul
14
reviewed Approve bootstrap tag wiki
Jul
3
reviewed Approve python tag wiki excerpt
May
9
reviewed Approve When calculating CIP between EU and US, which interest rates data to use?
May
4
reviewed Approve Obtaining a consistent covariance matrix for stochastic volatility processes
Apr
25
reviewed Approve Calculating Geometric mean
Apr
4
reviewed Approve Does DOM trading using broker data make any sense?
Apr
4
reviewed Approve Stochastic modeling of stock price process
Mar
23
reviewed Approve Black-Scholes and Fundamentals
Mar
20
reviewed Approve Why the implied volatilities calculated are so different
Mar
15
reviewed Approve Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Mar
4
reviewed Approve Regression in liquidity risk model of Jarrow/Protter
Mar
3
reviewed Approve Is F# used in trading systems?
Feb
21
reviewed Approve Taylor series expansion (Volatility Trading book) explanation sought
Feb
4
reviewed Excellent Understanding Passive Rebate Arbitrage
Feb
4
reviewed Needs Improvement Basket option pricing: step by step tutorial for beginners
Feb
4
reviewed Excellent Determining portfolio risk return in R given historical data for individual holdings?
Feb
4
reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?