Quantitative Finance
athos's user avatar
athos's user avatar
athos's user avatar
athos
  • Member for 10 years, 11 months
  • Last seen this week
  • London
Profile Activity
Stats
2,129
reputation
158k
reached
13
answers
46
questions
Communities
View all
About

I'm a quant working mainly with C++ and python. Mathematics is always fantastic to me, though sometimes a bit too deep. You can reach me by athos.liu@gmail.com

-- C'est par la logique qu'on démontre, c'est par l'intuition qu'on invente.

Badges
View all badges
2
gold badges
23
silver badges
40
bronze badges
Top tags
View all tags
12
Score
7
Posts
12
Posts %
6
Score
7
Posts
12
Posts %
4
Score
7
Posts
12
Posts %
4
Score
4
Posts
7
Posts %
3
Score
4
Posts
7
Posts %
2
Score
4
Posts
7
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
26
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
answer
11
Why Ito calculus?
Jul 13, 2014
question
10
Is it possible to demonstrate that one pricing model is better than another?
Mar 11, 2012
question
10
How to tune Kalman filter's parameter?
Jul 17, 2013
question
9
Looking for a recommendation for a Fund Transfer Pricing modelling book
Feb 26, 2013
question
9
Usage of Brownian Bridge?
Apr 16, 2014
answer
9
Baye's rule for conditional expectations (Proof review)
Apr 3, 2014
Top network posts
View all network posts
107
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?
47
C# Language: generics, open/closed, bound/unbound, constructed
35
Macbook Pro TrackPad not clicking

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.