User Dmitri Nesteruk - Quantitative Finance Stack Exchange

Dmitri Nesteruk

Member for 12 years, 3 months
Last seen more than 2 years ago

13 Questions

Score Activity Newest Views

17 votes

7 answers

8k views

What C++ math libraries are typically used by quants?

asked Jan 10, 2012 at 20:25

13 votes

4 answers

11k views

Ways of treating time in the BS formula

asked Apr 7, 2012 at 16:17

12 votes

4 answers

2k views

What kind of specialized hardware is used in trading?

asked Aug 23, 2011 at 20:14

8 votes

1 answer

2k views

Can American options with no dividends and zero risk-free rate be treated as European?

asked May 4, 2012 at 19:38

8 votes

1 answer

442 views

When pricing options, what precision should I work with?

asked May 6, 2012 at 18:22

8 votes

2 answers

3k views

How to use a realized kernel?

asked Dec 1, 2013 at 14:09

7 votes

3 answers

575 views

Means of inferring trading algorithms from competition trade data

asked Mar 28, 2012 at 15:50

5 votes

3 answers

2k views

Is it worth preserving orderbook structure when building it from individual orders?

asked Mar 1, 2013 at 21:27

4 votes

2 answers

2k views

Why doesn't a simulated delta hedging process go to zero?

asked Feb 8, 2013 at 12:43

4 votes

2 answers

461 views

How is someone's Sharpe ratio recorded and communicated?

asked May 8, 2012 at 16:03

2 votes

0 answers

88 views

Changes to option valuation for dollar-pegged underlying

asked Nov 24, 2012 at 17:17

2 votes

3 answers

2k views

Is MATLAB-generated code good enough for use in live trading?

asked Dec 17, 2012 at 20:09

0 votes

1 answer

326 views

What is the current state of microstructure/order book analysis?

asked Dec 17, 2015 at 17:43