Quantitative Finance
Profile Activity
Meta user
Network profile
2,571
reputation
16
30

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
25
questions
~101k
people reached

Communities (40)

Top Meta Posts
1
2

Top network posts

Top tags (63)

Score 11
Posts 8
Posts % 17
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 (46)

All Questions Answers
Votes Newest
20 Is there any good research on support and resistance? Mar 2 '11
20 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 (46)

Gold

—

Silver

16

Rarest

Bronze

30

Rarest

View all badges →