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, 6 months
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  • Last seen Sep 5 '19 at 23:01

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21 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 Can you fully hedge an option in the presence of counterparty risk? Jan 6 '12
13 Cost function for hedging portfolio Mar 22 '11
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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