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Andrey Rekalo

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62
Funny identities
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59
Why is Euler's Gamma function the “best” extension of the factorial function to the reals?
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24
Proving that the sequence $F_{n}(x)=\sum\limits_{k=1}^{n} \frac{\sin{kx}}{k}$ is boundedly convergent on $\mathbb{R}$
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23
Proving $\int_{0}^{+\infty} e^{-x^2} dx = \frac{\sqrt \pi}{2}$
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16
why have we chosen our number system to be decimal (base 10)
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16
What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
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15
Transformation from the Black-Scholes differential equation to the diffusion equation - and back
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15
What is a martingale?
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15
What are some useful approximations to the Black-Scholes formula?
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14
Different methods to compute $\sum\limits_{n=1}^\infty \frac{1}{n^2}$
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13
famous space curves in geometry history?
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13
Spreading points in the unit interval to maximize the product of pairwise distances
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12
Proof for an integral involving sinc function
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12
What is a Quant
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12
Setting the r in put-call parity?
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11
Calculating the integral $\int_{0}^{\infty} \frac{\cos x}{1+x^2}\mathrm{d}x$ without using complex analysis
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11
An orthonormal set cannot be a basis in an infinite dimension vector space?
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11
What is the intuition behind cointegration?
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10
A sequence not equidistributed in [0,1]
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9
What is an example of a second order differential equation for which it is known that there are no smooth solutions?
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9
Most successful investors using academic-based framework?
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8
Comparing $\pi^{e}$ and $e^{\pi}$
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8
$\frac{\mathrm d^2 \log(\Gamma (z))}{\mathrm dz^2} = \sum\limits_{n = 0}^{\infty} \frac{1}{(z+n)^2}$
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8
Concentration risk in credit portfolio
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8
What programming languages are most commonly used in quantitative finance?
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8
Volatility pumping in practice
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7
How the letter 'pi' came in mathematics?
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7
Volume bounded by cylinders x^2 + y^2 = r^2 and z^2 + y^2 = r^2
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7
Vanna - any practical uses for risk or pnl attribution purposes?
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6
Compute $\lim_{a \to 0^+} \left(a \int_1^{\infty} e^{-ax}\cos \left(\frac{2\pi}{1+x^{2}} \right)\mathrm dx\right)$
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