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Quantitative Finance
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QFi
  • Member for 8 years, 1 month
  • Last seen more than a month ago
  • New York City, NY, USA
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About

Interested in math, programming, finance, and physics.

MS Financial Engineering 19' - Stevens Institute of Technology, Hoboken, NJ

MS Mechanical Engineering 15' - Université Paul Sabatier, Toulouse, France

BS Mechanical Engineering 13' - Université Paul Sabatier, Toulouse, France

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Top posts
question
5
The VIX Flip Indicator
Mar 5, 2019
question
4
Realized volatility vs Fundamental volatility
Oct 14, 2017
answer
2
Is the average of independent Brownian Motions still a Brownian Motion?
Sep 30, 2017
question
0
Pricing Secured Barrier Call
Dec 14, 2016
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21
Show that B is a nonsingular matrix (not that obvious).
9
Derivative of an integral function with variable bound that appears in integrand $y(t) = \int_{t_0}^t \sin(t-s)g(s)ds$
8
Base and derived classes C++
5
Probability of Brownian Motion hitting -2 before 1?
5
Compute: $\mathbb{E}\left[\left(\dfrac{1}{T}\int^T_0W_tdt\right)^2\right]$