network profile
| bio | website | |
|---|---|---|
| location | Moscow, Russia | |
| age | 30 | |
| visits | member for | 8 months |
| seen | Jan 17 at 13:30 | |
| stats | profile views | 0 |
I specialise in development (.Net, Java), economics and finance (CFA harterholder), and quantitative finance (CQF candidate).
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Feb 17 |
awarded | Student |
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Jan 17 |
comment |
BDT model implementation My question was how to select appropriate parameters for BDT in order to simulate it with Monte-Carlo. I am trying to avoid trees (as suggested by papers 1 and 2). And the third paper is too general and tells nothing about calibration |
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Jan 8 |
asked | BDT model implementation |
