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Quantitative Finance
Alexey Kalmykov's user avatar
Alexey Kalmykov's user avatar
Alexey Kalmykov's user avatar
Alexey Kalmykov
  • Member for 13 years, 7 months
  • Last seen more than a month ago
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Top posts
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question
23
When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
May 31, 2012
question
21
Is statistical arbitrage on FX possible?
Mar 23, 2011
question
17
What is a good topic on financial time series analysis for master thesis?
Sep 19, 2010
question
17
How to get greeks using Monte-Carlo for arbitrary option?
Apr 23, 2012
answer
13
R code for Ornstein-Uhlenbeck process
Nov 19, 2012
question
12
Regression in liquidity risk model of Jarrow/Protter
Mar 4, 2013
answer
8
Exotic option pricing
Aug 19, 2012
answer
8
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
Jan 31, 2013
answer
8
Black-Scholes fastest computation method
Jun 26, 2013
question
7
Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo
Jun 25, 2013
Top network posts
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55
Why does MatrixForm affect calculations?
14
How to format a number in Expression Language?
14
What does qt in bitcoin-qt stand for?
13
What is the difference between time, blocktime and timereceived?
10
Is there any way for a buyer to guarantee that there will be no chargeback in PayPal or GoogleCheckout?