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location Paris, France
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visits member for 3 years, 2 months
seen 2 days ago

Feb
9
answered What is a Quant
Feb
9
revised What is a martingale?
eidted following egoroff's suggestion
Feb
9
revised What is the implied volatility skew?
added 1 characters in body
Feb
9
comment What is a martingale?
I have never said that it had to be one
Feb
9
revised What is a martingale?
added 8 characters in body; added 16 characters in body
Feb
9
asked What is the implied volatility skew?
Feb
9
answered What programming languages are most commonly used in quantitative finance?
Feb
9
answered What is a martingale?
Feb
8
comment QuantLib in industry
Idem in my company
Feb
7
awarded  Beta
Feb
7
revised Paradoxes in quantitative finance
added 249 characters in body
Feb
7
answered Paradoxes in quantitative finance
Feb
6
revised The Application of Quantitative Finance in Sports Betting
added 67 characters in body
Feb
6
answered The Application of Quantitative Finance in Sports Betting
Feb
5
revised What is a stationary process?
a few typo and grammar corrections
Feb
5
comment What is a stationary process?
This reminds me of the Kolmogoroff-Smirnov test statistics. Among ohter things you can test with it if 2 series actually are coming from the same distribution (they both have to be iid samples though if I remember well). Anyway the wiki page is quit good in this topic.
Feb
5
comment Model Validation Criteria
Well I know this paper and I find it really unsatisfactory. Anyway it is principally about operational risk in implementing a model (case that I discarded in my question) rather than model validation in my opinion. Anyway when you've finished reading it you still don't realy know what to do exactly with your new model to know how it can be validated.
Feb
5
answered What is a stationary process?
Feb
4
answered What approaches are there for stress testing a portfolio?
Feb
4
asked Model Validation Criteria