John Smith

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visits member for 2 years, 3 months
seen Apr 5 at 11:12
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Jan
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Jun
26
 accepted What's the best way to test/validate an interest rate lattice model
Jun
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May
15
 comment What's the best way to test/validate an interest rate lattice model
Great suggestions. Thanks!
May
15
 comment What's the best way to test/validate an interest rate lattice model
@mepuzza 1 factor model with mean reversion, deterministic vol
May
14
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May
14
 revised What's the best way to test/validate an interest rate lattice model
added 69 characters in body
May
12
 accepted Does the debt load affect the volatility of equity?
May
12
 accepted Expected Growth
May
11
 asked What's the best way to test/validate an interest rate lattice model
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 accepted QuantLib in industry
Feb
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Feb
10
 answered What is Monte Carlo method?
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