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visits member for 2 years, 3 months
seen Aug 27 at 14:57

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
Mar
5
answered Measuring liquidity
Mar
5
awarded  Yearling
Mar
5
answered How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?
Jan
8
awarded  Nice Question
Aug
14
revised How popular is the IRR as a tool for capital budgeting, nowadays?
added 1 characters in body
Aug
14
answered How popular is the IRR as a tool for capital budgeting, nowadays?
Aug
14
comment What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Mathematically, there is an interesting paper related to the non-linearity of this relationship (practically credit spread/o), in "Next Generation Models for Convertible Bonds with Credit Risk", p70, at wilmott.com/pdfs/030813_ayache.pdf
Jul
31
answered how to make a distribution model tolerable of trend?
Jun
19
answered Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?