User Gabriele Pompa - Quantitative Finance Meta Stack Exchange

Gabriele Pompa

Member for 9 years, 1 month
Last seen more than 7 years ago

GitHub
it.linkedin.com/in/…
London, Regno Unito

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I am a Front-Office Quant (contractor). Got MSc in Th.Phys. from Rome "La Sapienza" and PhD from IMT Lucca on SPX and VIX derivatives: Deterministic shift extension of affine models for variance derivatives

Looking for permanent opportunities in London. Please, check my LN: https://www.linkedin.com/in/gabrielepompa/ and feel free to contact me. Thanks.

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Mar 26, 2021

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Apr 14, 2016

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10

conditional expectation of stochastic integral

8

Parsing a tweet to extract hashtags into an array

8

Calibration of nested pricing models consistently on two different classes of derivatives

7

is it possible to embed an interactive IPython Notebook in my website/blog?

5

VIX options historical data