athos
  • Member for 9 years, 10 months
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  • Singapore
15 answers
143 votes
173k views
296 bookmarks
How can I go about applying machine learning algorithms to stock markets?
7 answers
55 votes
6k views
45 bookmarks
Paradoxes in quantitative finance
4 answers
34 votes
15k views
27 bookmarks
Is there an intuitive explanation for the Feynman-Kac-Theorem?
5 answers
27 votes
11k views
16 bookmarks
Local Volatility vs. Stochastic Volatility
3 answers
27 votes
7k views
33 bookmarks
What are the best sources for equity quantitative research?
2 answers
25 votes
39k views
33 bookmarks
Worked examples of applying Ito's lemma
3 answers
18 votes
6k views
28 bookmarks
What is the Risk Neutral Measure?
7 answers
16 votes
7k views
27 bookmarks
What C++ math libraries are typically used by quants?
3 answers
15 votes
2k views
3 bookmarks
Rate interpolation in Libor Market Model
6 answers
15 votes
6k views
20 bookmarks
Self-financing and Black-Scholes-Merton formula
1 answers
14 votes
10k views
15 bookmarks
Baye's rule for conditional expectations (Proof review)
2 answers
14 votes
1k views
3 bookmarks
When is the LIBOR market model Markovian?
2 answers
12 votes
849 views
5 bookmarks
Filtration and measure change
2 answers
11 votes
4k views
8 bookmarks
Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
1 answers
11 votes
566 views
7 bookmarks
Alternative liquidity measures
3 answers
10 votes
19k views
13 bookmarks
How to tune Kalman filter's parameter?
3 answers
10 votes
2k views
4 bookmarks
Starting mathematics reading for quants
3 answers
9 votes
5k views
4 bookmarks
Usage of Brownian Bridge?
3 answers
8 votes
2k views
1 bookmarks
Pricing callable range accruals on spreads
1 answers
8 votes
2k views
2 bookmarks
Does pricing quant still have bright future?
2 answers
8 votes
3k views
3 bookmarks
T-Forward Price on risk-neutral measure
1 answers
6 votes
2k views
4 bookmarks
Numéraire -- couldn't understand the wiki explanation
1 answers
6 votes
182 views
2 bookmarks
pricing of heat rate-linked derivative
2 answers
6 votes
414 views
2 bookmarks
Why is the LIBOR-market model free of arbitrage?
1 answers
6 votes
673 views
3 bookmarks
Soft American Options
2 answers
5 votes
7k views
2 bookmarks
How popular is the Linear Gauss Markov (LGM) model?
1 answers
5 votes
335 views
5 bookmarks
Prove $E_{\mathbb Q}[X_t | \mathscr F_u] = X_u$ given $Y_t$ is a martingale
2 answers
3 votes
2k views
3 bookmarks
Brownian motion - first passage time
1 answers
3 votes
133 views
1 bookmarks
How to calculate $E^{T_N}(L(T_i, T_{i+1}))$?
0 answers
3 votes
468 views
2 bookmarks
Bond (yield curve) dynamics in the Forward-LIBOR-market-model