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Quantitative Finance
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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.

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Top Posts (45) All Questions Answers | Votes Newest

19 Is there any good research on support and resistance? Mar 2 '11
18 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
9 Change of measure discrete time Jun 23 '11
8 Why banks borrow from each other Jan 17 '14
8 Why use implied volatility Apr 3 '14
7 Software for decomposing structured products into plain vanilla products Mar 30 '11
7 Does risk-neutral measure have anything to deal with risk-neutrality in utility theory? Mar 26 '14
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