Quantitative Finance
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athos

I'm a quant working mainly with C++ and VBA. 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.

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25 how to derive yield curve from interest rate swap? Mar 1 '13
13 Self-financing and Black-Scholes-Merton formula Jun 25 '14
12 Filtration and measure change Sep 10 '14
12 Girsanov Theorem and Quadratic Variation Sep 18 '14
11 Why Ito calculus? Jul 13 '14
10 Is it possible to demonstrate that one pricing model is better than another? Mar 11 '12
9 Looking for a recommendation for a Fund Transfer Pricing modelling book Feb 26 '13
9 Usage of Brownian Bridge? Apr 16 '14
8 Does pricing quant still have bright future? Jun 25 '14
8 VaR model Unconditional Coverage Tests: Is this extension of Kupiec POF test correct? Mar 8 '13
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