Quantitative Finance
ash's user avatar
ash's user avatar
ash's user avatar
ash
  • Member for 12 years, 2 months
  • Last seen more than a month ago
Profile Activity
Stats
891
reputation
61k
reached
21
answers
5
questions
Communities
View all
About

Student - Quant Finance

Badges
View all badges
This user doesn’t have any gold badges yet.
5
silver badges
13
bronze badges
Top tags
View all tags
7
Score
2
Posts
8
Posts %
7
Score
2
Posts
8
Posts %
6
Score
3
Posts
12
Posts %
6
Score
2
Posts
8
Posts %
4
Score
2
Posts
8
Posts %
2
Score
2
Posts
8
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
9
What are the best Journals & Conferences in Quantitative Finance?
Dec 17, 2012
answer
7
SABR calibration: simple explanation and implementation
Oct 28, 2014
answer
7
Optimal Portfolios
Nov 13, 2014
question
6
Impact on bid/offer due to volume/size of trades placed
Feb 2, 2015
question
5
How to compute the CVA on a swap with SPV?
Apr 25, 2017
question
4
Sampling problem in portfolio optimization
Apr 14, 2014
answer
4
GJR-GARCH Model In R
May 10, 2012
answer
4
Black Scholes Formula for Collar Option
Apr 29, 2013
answer
4
What is the difference between a recovery swap and a CDS?
May 29, 2013
answer
2
Yahoo YQL missing industry "Industrial Metals & Minerals"
Dec 4, 2014
Top network posts
View all network posts
41
When should I use an INNER -LOOP- JOIN instead of an INNER JOIN
26
Module not found error in PyCharm, but it is installed as an Anaconda package
24
Module not found error in PyCharm, but it is installed as an Anaconda package
21
Why should I use implicitly typed local variables?
19
How do I disable log4net status messages to the console?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.