236 reputation
15
bio website gandrusz.blogspot.com
location London, United Kingdom
age 34
visits member for 2 years, 10 months
seen Jan 22 at 11:48

PhD Student in financial mathematics


Jan
8
comment 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.
Dec
30
comment 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.
Dec
21
comment Simulating conditional expectations
Hi, I added some pseudo-code to the question, hopefully this will clarify things.
Dec
21
comment Simulating conditional expectations
Hi, I think I wasn't clear enough with the question - see edit.