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Quantitative Finance
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Olaf
  • Member for 12 years
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About

Risk Analyst.

Python enthusiast.

PhD in Theoretical Physics.

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Top posts
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33
What are the textbooks used to teach Quantitative Trading at universities?
Oct 12, 2014
answer
15
Resources for finding scholarly research on topics in quantitative finance?
Apr 18, 2013
answer
13
General way to solve Partial differential equation using Feynman kac representation
Oct 25, 2014
answer
8
Proof oriented introductory text?
Oct 13, 2014
answer
8
Speeding up computations: when to use Quasi and standard Monte-Carlo in pricing
May 30, 2015
answer
8
Ito Formula for Stochastic Integral
Feb 8, 2016
answer
7
Option Pricing Model Calibration In Practice
Jun 26, 2015
answer
7
Implied Vol vs. Calibrated Vol
Mar 28, 2015
answer
7
Show that $E[B_t|\mathscr{F}_s] = B_s$ for $B_t = W_t^3 - 3 t W_t$
Oct 7, 2014
answer
6
Hedging with actual volatility: problem understanding the math behind the result
Mar 25, 2013
Top network posts
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37
Good reading on the Keldysh formalism
31
Evolution operator for time-dependent Hamiltonian
29
Online QFT video lectures
23
Quantum mechanics on a manifold
21
Since radioactive material decays how is it possible that there is any left after 4.5 billion years?