Quantitative Finance
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oliversm
  • Member for 6 years, 1 month
  • Last seen more than a week ago
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Scientific researcher and quantitative developer at Citadel Securities.

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Top posts
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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
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57
Alternatives to the physics package
25
Matplotlib in Rmarkdown/RStudio fails when calling LaTeX on `\$` with Anaconda
16
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

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