Quantitative Finance
Christian Fries's user avatar
Christian Fries's user avatar
Christian Fries's user avatar
Christian Fries
  • Member for 10 years, 11 months
  • Last seen more than 2 years ago
Profile Activity
Stats
1,796
reputation
246k
reached
27
answers
1
question
Communities
View all
About

See my homepage for some info about me.

Some of my projects:

  • finmath.net A Java library and spreadsheets with algorithms related to Mathematical Finance (e.g., curve calibration, Monte-Carlo simulation, Bermudan option pricing, American Monte-Carlo, stochastic automatic differentiation).
  • Obba A middleware to seamlessly use Java/Scala libraries from spreadsheets. Allows to use any Java library as a spreadsheet add-in from Excel and LibreOffice / OpenOffice.
  • Mathematical Finance (a book on some topics in m.f.)
Badges
View all badges
This user doesn’t have any gold badges yet.
14
silver badges
17
bronze badges
Top tags
View all tags
44
Score
4
Posts
14
Posts %
31
Score
6
Posts
21
Posts %
30
Score
5
Posts
18
Posts %
17
Score
3
Posts
11
Posts %
13
Score
3
Posts
11
Posts %
12
Score
3
Posts
11
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
34
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Jan 19, 2013
answer
13
how to derive yield curve from interest rate swap?
May 11, 2013
answer
11
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
Feb 1, 2013
answer
10
Cross Currency Swap Pricing in nowadays environment
Jan 5, 2013
answer
9
Why doesn't a simulated delta hedging process go to zero?
Feb 8, 2013
answer
6
Rationale for OIS discounting for collateralized derivatives?
Jan 5, 2013
answer
6
How to avoid having negative volatility when applying Heston model?
Jan 22, 2013
answer
5
Simulation of GBM
Jan 28, 2013
answer
5
Is vega of Black-Scholes European type option always positive?
May 4, 2013
answer
5
How to use Itô's formula to deduce that a stochastic process is a martingale?
May 16, 2013
Top Meta posts
1
0
3
Why is "Quantitative Finance" SE listed under "Business" and not under "Science"?
Top network posts
View all network posts
488
Git Clone - Repository not found
240
How do I call one constructor from another in Java?
82
Java get available memory
75
Difference between == and === in Scala, Spark
66
Determine coordinates of a UITableViewCell while scrolling

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.