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Alexey Kalmykov
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quantfinance.ru
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23 hours ago
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1,741
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bio
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quantfinance.ru
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2 years, 3 months
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location
seen
23 hours ago
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82
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name
votes
3
algorithmic-trading
7
copula
×
2
3
hedging
2
monte
1
american
3
differential-equations
3
high-frequency
7
monte-carlo
×
3
6
american-options
×
2
0
econometrics
5
implied-volatility
0
numerical-methods
4
api
4
economics
5
interest-rates
×
2
11
optimization
×
3
3
application
1
emh
2
itos-lemma
11
option-pricing
×
6
3
arbitrage
×
3
1
entropy-pooling
0
liquidity-risk
23
options
×
8
4
automated-trading
4
equities
0
local-volatility
1
order
3
binomial-tree
×
2
7
exotics
3
market-microstructure
1
order-handling
1
black-scholes
×
2
5
expected-return
1
martingale
1
pair-trading
×
2
4
broker
7
finance
×
3
5
mathematics
1
perpetual
2
calculation
4
fixed-income
4
mean
4
portfolio
2
carlo
0
fx
4
mean-reversion
4
portfolio-management
×
3
3
collective-risk-model
0
greeks
×
3
2
modern-portfolio-theory
2
portfolio-selection
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