Quantitative Finance
UmaN's user avatar
UmaN's user avatar
UmaN's user avatar
UmaN
  • Member for 10 years, 1 month
  • Last seen this week
Profile Activity
Stats
523
reputation
10k
reached
3
answers
10
questions
Communities
View all
About

Computer Scientist with interests in Mathematics and Finance.

Prefers Functional style programming.

Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
15
bronze badges
Top tags
View all tags
3
Score
3
Posts
23
Posts %
3
Score
2
Posts
15
Posts %
3
Score
2
Posts
15
Posts %
2
Score
1
Posts
8
Posts %
2
Score
1
Posts
8
Posts %
0
Score
3
Posts
23
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
9
CDS spread scenarios from historical market data
Feb 10, 2016
question
6
Growth of Order Book size during day
Aug 8, 2013
question
6
Volatility Surface Constituents, do's and dont's
Jan 28, 2015
question
5
Multifractal Model, Generating Sample Paths with Correlations between Assets
Jan 7, 2014
answer
3
Implied Volatility Calculation for Deep In The Money Calls, Numerical Issues
Jan 22, 2015
question
3
Intraday Value at Risk approximations
Nov 13, 2015
answer
2
Constant maturity futures price methodology
Feb 12, 2016
question
2
What are some examples of non-solvable SDE where Monte Carlo discretization is necessary
Jul 20, 2015
question
2
GARCH filtering and extreme value theory
Aug 18, 2015
question
2
SVI calibration, why fit to option prices and not implied volatilities
Nov 6, 2015
Top network posts
View all network posts
16
Asp.net: can not debug this problem: Sys.ArgumentNullException: Value cannot be null. Parameter name: elements
15
Match Windows 7 default permissions to Cygwin created file defaults
11
Derive Student T distribution using transformation theorem
8
Using F# Option Type in C#
8
Glassfish JAX-RS JSON Mapping Simple Example Internal Server Error 500 No Logs Produced

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.