Quantitative Finance
Sergio Almada's user avatar
Sergio Almada's user avatar
Sergio Almada's user avatar
Sergio Almada
  • Member for 9 years, 3 months
  • Last seen more than a month ago
  • NYC
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About

Research level mathematician (stochastic partial differential equations and dynamical systems) turned quant (interest rates, and CVA)

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Top posts
All Questions Answers
Score Newest
answer
6
Filtration and measure change
Sep 13, 2014
answer
6
Wiener process integral
Nov 28, 2014
answer
3
Meaning of w in SDE
Aug 31, 2014
answer
2
How to get an analytic result for option price based on this model?
Aug 31, 2014
answer
1
Explicit solution SDE
Aug 31, 2014
answer
1
What is the reasoning to derive this financial model called the Vasicek Model?
Aug 31, 2014
answer
1
Applications of Fourier theory in trading
Sep 2, 2014
answer
1
Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Feb 2, 2015
answer
0
arbitrage in Heston model
Nov 28, 2014
Top network posts
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6
Numerical Methods for stochastic PDE, from rough paths to backward equations
5
Filtration and measure change
5
solving for unknown inside an expectation

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