1,928 reputation
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bio website quantfinance.ru
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visits member for 3 years, 2 months
seen Jan 25 at 20:05

Aug
9
reviewed Approve suggested edit on Average correlation of index/portfolio
Jul
16
reviewed Approve suggested edit on Cointegrating relationships - Johansen in R
Jul
14
reviewed Approve suggested edit on bootstrap tag wiki excerpt
Jul
14
reviewed Approve suggested edit on bootstrap tag wiki
Jul
3
reviewed Approve suggested edit on python tag wiki excerpt
May
9
reviewed Approve suggested edit on When calculating CIP between EU and US, which interest rates data to use?
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
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
Mar
15
reviewed Approve suggested edit on Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Mar
4
reviewed Approve suggested edit on Regression in liquidity risk model of Jarrow/Protter
Mar
3
reviewed Approve suggested edit on Is F# used in trading systems?
Feb
21
reviewed Approve suggested edit on 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?