Ilya

761 reputation

214

bio	website	dcsc.tudelft.nl/~itkachev
	location	Leiden, Netherlands
	age	25
visits	member for	2 years, 3 months
	seen	14 hours ago
stats	profile views	137

I am a PhD student at TU Delft, working in applied probability. My current topic is "Approximate abstractions of stochastic processes" which is on the border of computer science, and the theory of systems and control. I am interested in a wide field of applications, in particular in some areas of finance, such as risk theory.

	761 reputation	bio	website	dcsc.tudelft.nl/~itkachev	visits	member for	2 years, 3 months
214 badges		location	Leiden, Netherlands		seen	14 hours ago

summary answers questions tags badges favorites bounties reputation activity

13 Answers

votes activity newest

6	Software for decomposing structured products into plain vanilla products
5	How should you manage lot sizes in this situation?
4	Obtaining characteristics of stochastic model solution
3	Deterministic interpretation of stochastic differential equation
2	How do I calculate weighted mean with negative weights?

761 Reputation

+15	Desired portfolio volume
+10	Using Black-Scholes equations to “buy” stocks
+5	George Soros models
+10	How should you manage lot sizes in this situation?

11 Questions

votes activity newest

12	Discrete-time model: stock dynamics
11	Is there any good research on support and resistance?
10	George Soros models
7	Do people use unbounded interest rate models, and what alternatives exist?
6	Modern problems in financial mathematics

36 Tags

7 stochastic-calculus × 4	5 best-practices
7 option-pricing × 3	5 money-management
6 software	4 differential-equations × 3
6 replication	2 equities
5 fx × 3	1 probability × 3

20 Accounts

$Mathematics Stack Exchange$	Mathematics	14,196 rep	12050
	Quantitative Finance	761 rep	214
$TeX - LaTeX Stack Exchange$	TeX - LaTeX	230 rep	139
	Arqade	224 rep	16
	Theoretical Computer Science	170 rep	5