Apparently, this user prefers to keep an air of mystery about them.
12 Modelling with negative interest rates aug 27 '12
4 What distribution to assume for interest rates? aug 28 '12
4 Concentration risk in credit portfolio aug 29 '12
3 Is inverted Japanese style curve persistent when negative rates are real / market - observed? aug 28 '12
3 Stress Testing Methods aug 20 '14
2 Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess? jun 19 '13
2 Implied Probability of Default from Bond Prices may 22 '14