Quantitative Finance
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quant_dev

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 10 years, 3 months
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  • Last seen Sep 5 '19 at 23:01

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20 What is a martingale? Feb 9 '11
18 How to detect regime change when estimating asset correlation from historical time series? Oct 12 '11
16 QuantLib in industry Feb 8 '11
16 Setting the r in put-call parity? May 13 '11
15 What are the limitations of Gaussian copulas in respect to pricing credit derivatives? Feb 6 '11
15 Rate interpolation in Libor Market Model Feb 12 '11
13 Cost function for hedging portfolio Mar 22 '11
12 Can you fully hedge an option in the presence of counterparty risk? Jan 6 '12
12 Quanto CDS modeling Feb 19 '11
11 Why is C++ still a very popular language in quantitative finance? Feb 10 '12
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