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Quantitative Finance
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TheBridge
  • Member for 13 years, 10 months
  • Last seen more than a month ago
  • Paris, France
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question
39
How to show that this weak scheme is a cubature scheme?
Feb 2, 2011
question
31
Law of an integrated CIR Process as sum of Independent Random Variables
Dec 12, 2011
question
27
Model Validation Criteria
Feb 4, 2011
answer
27
Paradoxes in quantitative finance
Feb 7, 2011
question
25
What is the implied volatility skew?
Feb 9, 2011
question
23
Cross Currency Swap Pricing in nowadays environment
Feb 21, 2012
answer
20
What concepts are the most dangerous ones in quantitative finance work?
Feb 3, 2011
answer
19
Local Volatility vs. Stochastic Volatility
Feb 1, 2011
question
16
Fundamental Theorem of Asset Pricing (FTAP)
Feb 9, 2011
answer
15
What is Ito's lemma used for in quantitative finance?
Jun 20, 2011
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26
Criteria for being a true martingale
14
Optional quadratic variation and predictable quadratic variation
13
Quadratic Variation of Brownian Motion
11
A question about stochastic processes and stopping times (Galmarino's test)
11
Sobolev meets Wiener