1,629 reputation
619
bio website
location
age 33
visits member for 3 years, 2 months
seen Nov 8 '13 at 21:14

Feb
10
revised What is a martingale?
added 250 characters in body
Feb
10
comment What is a Structurer?
Then why "What is a Quant" is acceptable?
Feb
9
awarded  Student
Feb
9
asked What is a Structurer?
Feb
9
comment What is a Quant
I would change "develops" to "develops, implements, tests and maintains". Otherwise, I think it's the best definition. Short and to the point.
Feb
9
comment What is a Quant
75% of the time, a quant is a well-paid programmer.
Feb
9
comment What is a Quant
I think this is explaining a vague term by an even more vague term. Is a structurer a financial engineer too? what about the quant traders?
Feb
9
comment What is the implied volatility skew?
"It shows that OTM puts (high demand) are usually have higher price (for the same expiry) than OTM calls (high supply to buy protective puts)." -- this is incorrect both factually and grammatically.
Feb
9
awarded  Editor
Feb
9
comment What is a martingale?
Yes, that's an important detail one is likely to forget about.
Feb
9
revised What is a martingale?
added 70 characters in body
Feb
9
comment What is a martingale?
A martingale does not have to be a Markov process.
Feb
9
answered What is a martingale?
Feb
9
comment What is a martingale?
Please correct the spelling error in the question (it's "martingale" not "martinglane").
Feb
8
answered How do I price OANDA box options?
Feb
8
comment How to show that this weak scheme is a cubature scheme?
You may try asking this question on mathoverflow.net, it seems to be math-heavy enough.
Feb
8
answered Black-Equivalent Volatility
Feb
8
answered Expected Growth
Feb
8
comment What programming languages are most commonly used in quantitative finance?
Java is becoming popular in algorithmic trading (which has its quant side as well).
Feb
8
awarded  Commentator