Quantitative Finance
quant_dev's user avatar
quant_dev's user avatar
quant_dev's user avatar
quant_dev
  • Member for 12 years, 10 months
  • Last seen more than 2 years ago
Profile Activity
Stats
3,242
reputation
201k
reached
32
answers
16
questions
Communities
View all
Badges
View all badges
1
gold badge
18
silver badges
37
bronze badges
Top tags
View all tags
31
Score
4
Posts
8
Posts %
22
Score
5
Posts
10
Posts %
20
Score
4
Posts
8
Posts %
18
Score
4
Posts
8
Posts %
18
Score
2
Posts
4
Posts %
17
Score
2
Posts
4
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
23
What is a martingale?
Feb 9, 2011
question
18
How to detect regime change when estimating asset correlation from historical time series?
Oct 12, 2011
answer
17
Setting the r in put-call parity?
May 13, 2011
answer
16
What are the limitations of Gaussian copulas in respect to pricing credit derivatives?
Feb 6, 2011
answer
16
QuantLib in industry
Feb 8, 2011
question
15
Rate interpolation in Libor Market Model
Feb 12, 2011
question
14
Can you fully hedge an option in the presence of counterparty risk?
Jan 6, 2012
question
13
Cost function for hedging portfolio
Mar 22, 2011
question
13
What is the role of Credit Valuation Adjustment (CVA) desks in investment banks?
Apr 5, 2011
question
12
Quanto CDS modeling
Feb 19, 2011
Top network posts
View all network posts
164
How do you unit test private methods?
71
Haskell: how to map a tuple?
29
Commit whole project or commit files?
27
Passing functor object by value vs by reference (C++)
25
What was the last battle fought mainly by sail-powered ships?

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.