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Feb
10
asked What is Quantization?
Feb
10
comment What is a Quant
@ quant_dev : I would say a structurer need some basic financial engineering skills but need not be a financial enginieer himself (usually he has a quant support team at disposal). And a "Quant Trader" is definitely a financial engineer. Regards
Feb
9
answered What is a cubature scheme?
Feb
9
awarded  Promoter
Feb
9
comment Are there any standard MBS coupon stack models?
Hi, good question but could you please elaborate a little more on what is the payoff of a " MBS coupon stack". Regards
Feb
9
answered What is a Structurer?
Feb
9
comment Fundamental Theorem of Asset Pricing (FTAP)
Anyway even if wrong or incomplete any version can be edited after some comments indicating where and why it should be done are properly made, don't you think ?
Feb
9
comment Fundamental Theorem of Asset Pricing (FTAP)
@Shane : True, I could (and actually I can) do that but I feel this is weird to answer my own question. So what I do is that I'll state a FTAP after someone has done it once. Does it seems fair to you ?
Feb
9
asked Fundamental Theorem of Asset Pricing (FTAP)
Feb
9
comment What is a Quant
Well usually people know what an engineer is, and have a somewhat obscure idea of what finance is about. But "Quant" is a relatively recent term, this explains the form of my answer. Now if you want to know what exactly a financial engineer is doing, this is a different matter in my opinion because there are a really wide variety of mission that a quant can deal with in a single company. Regards
Feb
9
awarded  Commentator
Feb
9
comment Volatility pumping in practice
Here you are books.google.fr/…
Feb
9
revised Paradoxes in quantitative finance
adding promised references ; added 12 characters in body
Feb
9
comment How to show that this weak scheme is a cubature scheme?
Well I 'm affraid that even this is "heavy math" the aim of the forum (in my opinion) is to address this kind of question. MO is more a "pure" math and don't want to pollute it with applicable themes such as Cubature methods in Finance. Regards
Feb
9
comment Volatility pumping in practice
Is it connected to the concept of "Growth optimal Portfolio" (GOP in short) as stated by Platen and Heath ?
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