Quantitative Finance
user avatar
user avatar
user avatar
oliversm
  • Member for 5 years, 11 months
  • Last seen this week
Profile Activity
Stats
1,359
reputation
22k
reached
38
answers
1
question
Communities
View all
About

Scientific researcher and quantitative developer at Citadel Securities.

Badges
View all badges
This user doesn’t have any gold badges yet.
8
silver badges
19
bronze badges
Top tags
View all tags
32
Score
16
Posts
41
Posts %
17
Score
4
Posts
10
Posts %
16
Score
5
Posts
13
Posts %
15
Score
4
Posts
10
Posts %
14
Score
4
Posts
10
Posts %
11
Score
3
Posts
8
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
10
Pre-requisite math books, to the pre-requisite math needed to become a front desk quant
May 29, 2020
answer
8
Difference between $W_t$ and $X_t= \sqrt{t}Z$
Apr 24, 2020
answer
7
Why is $S(t) = e^{\alpha + \beta t + \sigma W(t)}$ used as a model for prices?
Apr 15, 2020
answer
6
Quantitative finance for physicists
Jun 3, 2020
answer
6
Improve Finite Difference Scheme
Jun 26, 2020
answer
6
A stochastic differential equation
Feb 25, 2021
answer
5
Correct Monte Carlo simulation of local volatility models
Feb 18, 2021
answer
5
Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$
Jun 4, 2016
answer
5
Quantum Mechanics and Economics... What
Jun 8, 2016
answer
4
Choice of time increment in Monte Carlo/ Geometric Brownian Motion (GBM) stock price prediction
Jun 9, 2016
Top network posts
View all network posts
57
Alternatives to the physics package
23
Matplotlib in Rmarkdown/RStudio fails when calling LaTeX on `\$` with Anaconda
15
If a program does not compile, should it get a mark of zero?
13
PyCharm remote processes finish when connection breaks
12
Pandas - unstack column values into new columns

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.