quant_dev

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1,624 reputation

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	age	33
visits	member for	2 years, 3 months
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30 Answers

votes activity newest

14	What is a martingale?
13	What are the limitations of Gaussian copulas in respect to pricing credit derivatives?
12	QuantLib in industry
8	Setting the r in put-call parity?
7	What C++ math libraries are typically used by quants?

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1,624 Reputation

+25	VaR for portfolio of funds
+15	Risk-free rate for ex-post evaluation of investment strategy
+10	What C++ math libraries are typically used by quants?
+10	Why is C++ still a very popular language in quantitative finance?

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15 Questions

votes activity newest

12	Can you fully hedge an option in the presence of counterparty risk?
11	How to detect regime change when estimating asset correlation from historical time series?
10	Rate interpolation in Libor Market Model
9	Cost function for hedging portfolio
8	Quanto CDS modeling

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69 Tags

19 programming × 4	14 martingale
14 credit × 4	13 software × 2
14 valuation × 2	12 quantlib
14 mathematics	11 interest-rates × 5
14 emh	10 options × 4

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	Quantitative Finance	1,624 rep	319
	History	571 rep	111
	Area 51	289 rep	4

16 Badges

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Popular Question × 2	Promoter
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Nice Question × 3	Student

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68 Votes Cast

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