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Jun
30
revised Is inverted Japanese style curve persistent when negative rates are real / market - observed?
deleted 1388 characters in body; edited title
Jun
30
revised Modelling with negative interest rates
added 9 characters in body
Jun
30
revised Modelling with negative interest rates
added 9 characters in body
Jun
30
revised Modelling with negative interest rates
deleted 9 characters in body
Jun
30
revised Non-negative matrix factorization for factor analysis of stocks
shifted the topic to news monitoring
Jun
27
revised How popular is the IRR as a tool for capital budgeting, nowadays?
simplified explanation
Jun
27
answered Non-negative matrix factorization for factor analysis of stocks
Jun
26
revised Modelling with negative interest rates
added 330 characters in body
Jun
26
revised which product supports Basel III LCR (liquidity coverage ratio) reporting?
deleted 2 characters in body
Jun
7
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
7
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
comment Modelling driftless stock price with geometric Brownian motion
@Bill, you should copy paste carefully from files (: you included the bracket in the domain link)
Jun
6
answered Modelling with negative interest rates
Jun
5
answered What is the hedging underlying of MBS
Jun
5
comment Implied Probability of Default from Bond Prices
I understand survival as a function of delta t (you are non dead between the moments t0 and T) while I understand non-default as a function of t (you are not dead at moment T). Survival is the investment point of view and non-default is the liquidation approach.
May
22
answered Implied Probability of Default from Bond Prices