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| bio | website | dcsc.tudelft.nl/~itkachev |
|---|---|---|
| location | Leiden, Netherlands | |
| age | 25 | |
| visits | member for | 2 years, 2 months |
| seen | yesterday | |
| stats | profile views | 133 |
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Sep 19 |
comment |
Do people use unbounded interest rate models, and what alternatives exist? Cool, I will take a look of them |
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Sep 19 |
accepted | Do people use unbounded interest rate models, and what alternatives exist? |
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Sep 19 |
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Do people use unbounded interest rate models, and what alternatives exist? @Tal Fishman: Nice observation, though most of the models seem to be developed for a kind of "equilibrium" state of economy (like in a mode of growth), so the example with extremely high interest rates won't be enlightened in that models anyway. Btw, thanks for bounty, it worked as appeared. |
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Sep 14 |
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What are some examples of Compound Poisson processes in insurance? I think it's worth to give a link to the same question on MSE: math.stackexchange.com/questions/62847/… |
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Aug 15 |
accepted | Is there a quantitative finance ranking system for universities? |
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Aug 15 |
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Is there a quantitative finance ranking system for universities? that's interesting and quite expecting. I'll try to find the worldwide/Europe ranking . |
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Aug 15 |
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Is there a quantitative finance ranking system for universities? @sheegaon: +1. Btw, don't you think that the comment post-Docs in finance are extremely rare in the US is a part of answer, not the absence of answer? |
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Aug 15 |
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Is there a quantitative finance ranking system for universities? Btw, to those who downvote. Don't you want to clarify why are you downvoting. If the reason in off-topic, then maybe you can be also more precise, where is the off-topic? It will be useful not only for me to understand the opinion of community, but hopefully also for other people in the case they would like to ask a question on topic/offtopic boundary. |
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Aug 15 |
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Is there a quantitative finance ranking system for universities? @richardh: sure, that was the first my idea - but my adviser is not working in the area of finance. I can say, that MIT, ETH Zurich, Cambridge, Oxford, Princeton, Berkeley and Stanford are famous math schools and it's worth to make a PhD/PostDoc there in math. You can also see them in the top of any ranking list for mathematical universities. I just surprised that there is now such a confidence about the mathematical finance. |
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Aug 15 |
revised |
Is there a quantitative finance ranking system for universities? added 299 characters in body |
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Aug 14 |
asked | Is there a quantitative finance ranking system for universities? |
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Aug 10 |
awarded | Nice Question |
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Aug 1 |
accepted | Is there any good research on support and resistance? |
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Jul 18 |
revised |
Obtaining characteristics of stochastic model solution deleted 613 characters in body |
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Jul 18 |
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Obtaining characteristics of stochastic model solution @Beer4All: you're right, I will fix it. |
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Jul 16 |
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Obtaining characteristics of stochastic model solution would you like to check out if OP found the right equation for $Z_t$? |
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Jul 15 |
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Obtaining characteristics of stochastic model solution @Beer4All let us continue this discussion in chat |
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Jul 15 |
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Obtaining characteristics of stochastic model solution @Beer4All: sure, they are goof for test. |
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Jul 15 |
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Obtaining characteristics of stochastic model solution @Beer4All: I see. I am not so happy with randomized methods like Monte-Carlo, so I better use numerical solutions of PDEs if it is possible. |
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Jul 15 |
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Obtaining characteristics of stochastic model solution @Beer4All: what kind of empirical way do you advise? What is pdf by the way? |
