| bio | website | gandrusz.blogspot.com |
|---|---|---|
| location | London, United Kingdom | |
| age | 33 | |
| visits | member for | 1 year, 5 months |
| seen | Jan 12 at 20:44 | |
| stats | profile views | 20 |
PhD Student in financial mathematics
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Jan 8 |
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What is the clean price and dirty price of a risky bond? Could you elaborate a bit? I am not sure if/how/when I should incorporate the risk factor in the calculations. |
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Dec 30 |
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Simulating property price index Could you point me to the actual paper? I found this: econ-www.mit.edu/files/2390, but it is about the return on properties rather than their actual prices. |
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Dec 21 |
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Simulating conditional expectations Hi, I added some pseudo-code to the question, hopefully this will clarify things. |
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Dec 21 |
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Simulating conditional expectations Hi, I think I wasn't clear enough with the question - see edit. |