Vytautas

less info

network profile

384 reputation

16

bio	website	vytautas.s.blogspot.com
	location	Amsterdam, The Netherlands
	age	24
visits	member for	2 years, 2 months
	seen	9 hours ago
stats	profile views	30

MSc Student / Assistant Researcher
Data Mining & Quantitative Finance

summary answers questions tags badges favorites bounties reputation activity

7 Answers

newest activity votes

3

When to use Monte Carlo simulation over analytical methods for options pricing?

oct 2 at 14:59

1

Discrete time Ho lee model

mar 5 '12 at 16:38

4

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

may 30 '11 at 9:17

0

What are some useful approximations to the Black-Scholes formula?

may 10 '11 at 15:49

5

Why are options trades supposed to be delta-neutral?

may 4 '11 at 13:43

4

What is the role of Credit Valuation Adjustment (CVA) desks in investment banks?

apr 6 '11 at 7:52

5

How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?

mar 28 '11 at 13:31

Technology			Life / Arts	Culture / Recreation	Science	Other
Stack Overflow Server Fault Super User Web Applications Ask Ubuntu Webmasters Game Development TeX - LaTeX	Programmers Unix & Linux Ask Different (Apple) WordPress Answers Geographic Information Systems Electrical Engineering Android Enthusiasts IT Security	Database Administrators Drupal Answers SharePoint User Experience Mathematica more (14)	Photography Science Fiction & Fantasy Seasoned Advice (cooking) Home Improvement more (13)	English Language & Usage Skeptics Mi Yodeya (Judaism) Travel Christianity Arqade (gaming) Bicycles Role-playing Games more (21)	Mathematics Cross Validated (stats) Theoretical Computer Science Physics more (7)	Stack Apps Meta Stack Overflow Area 51 Stack Overflow Careers

site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required

rev 2013.6.19.751

Quantitative Finance Stack Exchange works best with JavaScript enabled