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Quantitative Finance
Rustam's user avatar
Rustam's user avatar
Rustam's user avatar
Rustam
  • Member for 10 years, 9 months
  • Last seen more than 1 year ago
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About

My area of interests includes programming (.Net, Java), corporate finance (CFA harterholder) and quantitative finance (CQF candidate).

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10
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Posts
21
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7
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1
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7
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Top posts
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All Questions Answers
Score Newest
question
16
Applicability of PCA to get historical volatilities to calibrate interest rates trees
Jun 20, 2013
answer
8
Duration of a floating rate note
Aug 6, 2013
answer
6
How to estimate real-world probabilities
Jun 20, 2013
answer
5
How popular is the IRR as a tool for capital budgeting, nowadays?
Aug 13, 2013
answer
4
What is the analytic value of an asset's risk contribution, if $n=2$?
Jun 21, 2013
question
4
BDT model implementation
Jan 8, 2013
answer
3
Is Vasicek risk neutral?
Oct 17, 2013
answer
1
converting US tickers into Reuters RIC
Nov 11, 2013
answer
1
How to price an exchange option using B&S framework?
Jun 26, 2013
answer
1
expected value of the discounted payoff
Jul 4, 2013
Top network posts
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14
Fluent APIs - return this or new?
13
Feeding tuple into function such as printfn
11
F# async workflow with timeout
10
F# async workflow with timeout
9
Microsoft.FSharp.Collections vs System.Collections.Immutable

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