2,225 reputation
722
bio website
location Paris, France
age
visits member for 2 years, 3 months
seen 2 hours ago
stats profile views 218

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
Feb
4
revised How useful is Markov chain Monte Carlo for quantitative finance?
added 1611 characters in body
Feb
3
answered What concepts are the most dangerous ones in quantitative finance work?
Feb
3
comment How do I price OANDA box options?
What model does this software pretends to implement for those box options ? This should be in the documentation and if not I would simply run the "uninstall" and look for another soft.
Feb
2
awarded  Student
Feb
2
asked How to show that this weak scheme is a cubature scheme?
Feb
2
revised Are there any new Option pricing models?
added 406 characters in body
Feb
1
awarded  Editor
Feb
1
revised How useful is Markov chain Monte Carlo for quantitative finance?
added 26 characters in body
Feb
1
answered What is a “coherent” risk measure?
Feb
1
answered How useful is Markov chain Monte Carlo for quantitative finance?
Feb
1
answered Are there any new Option pricing models?
Feb
1
answered Local Volatility vs. Stochastic Volatility
Jan
31
awarded  Teacher
Jan
31
awarded  Supporter
Jan
31
answered What is the difference between the methods for calculating VaR?