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visits member for 3 years, 10 months
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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
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