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athos
  • Member for 12 years, 9 months
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Mathematics is always fantastic to me, though sometimes a bit too deep. You can reach me by athos.liu at gmail

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question
29
how to derive yield curve from interest rate swap?
Mar 1, 2013
question
15
Self-financing and Black-Scholes-Merton formula
Jun 25, 2014
question
15
Girsanov Theorem and Quadratic Variation
Sep 18, 2014
question
12
Filtration and measure change
Sep 10, 2014
question
11
How to tune Kalman filter's parameter?
Jul 17, 2013
answer
11
Why Ito calculus?
Jul 13, 2014
answer
10
Bayes' rule for conditional expectations (Proof review)
Apr 3, 2014
question
10
Is it possible to demonstrate that one pricing model is better than another?
Mar 11, 2012
question
9
Looking for a recommendation for a Fund Transfer Pricing modelling book
Feb 26, 2013
question
9
VaR model Unconditional Coverage Tests: Is this extension of Kupiec POF test correct?
Mar 8, 2013
Top network posts
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120
What is indirect expansion? What does ${!var*} mean?
100
Can a 32-bit OS machine use up all 8GB RAM + 20GB page file?
69
Why can std:set (with a single colon) compile?
48
C# Language: generics, open/closed, bound/unbound, constructed
40
How to prove $\operatorname{Tr}(AB) = \operatorname{Tr}(BA)$?