Quantitative Finance
Profile Activity
Meta user
Network profile
652
reputation
3
10

Rustam

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

12
answers
2
questions
~31k
people reached

Communities (17)

Top network posts

Top tags (33)

Score 8
Posts 3
Posts % 21
Score 8
Posts 1
Score 8
Posts 1
Score 5
Posts 2
Score 5
Posts 1
Score 5
Posts 1
View all tags →

Top posts (14)

All Questions Answers
Votes Newest
16 Applicability of PCA to get historical volatilities to calibrate interest rates trees Jun 20 '13
8 Duration of a floating rate note Aug 6 '13
5 How popular is the IRR as a tool for capital budgeting, nowadays? Aug 13 '13
5 How to estimate real-world probabilities Jun 20 '13
4 What is the analytic value of an asset's risk contribution, if $n=2$? Jun 21 '13
4 BDT model implementation Jan 8 '13
2 Is Vasicek risk neutral? Oct 17 '13
1 converting US tickers into Reuters RIC Nov 11 '13
1 How to price an exchange option using B&S framework? Jun 26 '13
1 expected value of the discounted payoff Jul 4 '13
View all questions and answers →

Badges (13)

Gold

—

Silver

3

Rarest

Bronze

10

Rarest

View all badges →