Quantitative Finance
Meta user
Network profile
2,541
reputation
13
29

Ilya

I am a PhD student at TU Delft, working in applied probability and stochastic optimal control. My current focus is on approximate model-checking of stochastic systems via bisimulations (a part of computer science). I am interested in a wide field of applications, in particular in some areas of finance, such as risk theory.

21
answers
24
questions
~86k
people reached
  • Leiden, Netherlands
  • dcsc.tudelft.nl/~itkachev
  • Member for 8 years, 11 months
  • 397 profile views
  • Last seen Sep 10 '19 at 16:37

Communities (40)

Top Meta Posts
1
2

Top network posts

Top tags (61)

Score 11
Posts 8
Posts % 18
Score 7
Posts 4
Score 6
Posts 3
Score 5
Posts 4
Score 5
Posts 3
Score 2
Posts 4
View all tags →

Top posts (45) All Questions Answers | Votes Newest

19 Is there any good research on support and resistance? Mar 2 '11
19 George Soros models Apr 5 '11
17 Discrete-time model: stock dynamics Feb 21 '11
12 Do people use unbounded interest rate models, and what alternatives exist? Jun 20 '11
10 What distribution to assume for interest rates? Nov 8 '11
10 Why use implied volatility Apr 3 '14
9 Change of measure discrete time Jun 23 '11
8 Modern problems in financial mathematics Apr 4 '11
8 Why banks borrow from each other Jan 17 '14
8 Does risk-neutral measure have anything to deal with risk-neutrality in utility theory? Mar 26 '14
View all questions and answers →

Badges (42)

Gold

—

Silver

13

Rarest

Bronze

29

Rarest

View all badges →