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 8 years, 11 months
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  • Last seen Sep 5 '19 at 23:01

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Top posts (48) All Questions Answers | Votes Newest

19 What is a martingale? Feb 9 '11
17 How to detect regime change when estimating asset correlation from historical time series? Oct 12 '11
16 Rate interpolation in Libor Market Model Feb 12 '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 QuantLib in industry Feb 8 '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 VaR for portfolio of funds May 21 '13
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