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Alexey Kalmykov

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1,741 reputation
417
bio website quantfinance.ru
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visits member for 2 years, 3 months
seen 8 hours ago
stats profile views 211

1,741 reputation
 bio website quantfinance.ru visits member for 2 years, 3 months
417 badges
 location seen 8 hours ago
summary answers questions tags badges favorites bounties reputation activity

6 Questions

views newest activity votes
2
14
votes
3
answers
614
views

When do Finite Element method provide considerable advantage over Finite Differences for option pricing?

option-pricing numerical-methods greeks
nov 28 at 15:51 egbutter 169
11
11
votes
4
answers
3
kviews

Is statistical arbitrage on FX possible?

fx research arbitrage pair-trading
aug 30 '11 at 14:03 Tal Fishman 6,740
1
11
votes
1
answer
668
views

What is a good topic on financial time series analysis for master thesis?

time-series finance
jul 1 '11 at 12:41 Alexey Kalmykov 1,741
3
7
votes
0
answers
72
views

Regression in liquidity risk model of Jarrow/Protter

risk-management regression liquidity-risk
mar 4 at 15:14 Quartz 326
1
4
votes
4
answers
1
kviews

How to get greeks using Monte-Carlo for arbitrary option?

option-pricing monte-carlo greeks
may 8 '12 at 15:36 Keith A. Lewis 346
 
3
votes
2
answers
104
views

How to quickly sketch a second order greek profile for a vanilla position?

options greeks
jan 26 at 16:54 Bob Jansen 1,142
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