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location Oslo, Norway
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visits member for 3 years, 1 month
seen Nov 12 at 8:06

Dec
9
revised Calculating log returns using R
edited body
Dec
7
revised Reasonable Hull & White parameters
added 40 characters in body
Apr
24
revised Correlation: Test for linear dependence
edited title
Feb
7
revised How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
added 2 characters in body