user7056

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visits member for 9 months
seen Dec 17 '12 at 8:57
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24 Posts

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Dec
5
 asked Is it possible to model general wrong way risk via concentration risk?
Nov
30
 answered Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Oct
10
 asked Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Sep
26
 answered Government bonds with negative yield
Sep
26
 answered Encyclopedia of Statistical Tests
Sep
19
 answered How can I estimate the parameters of an option value model of retirement?
Sep
11
 answered Correlation: Test for linear dependence
Sep
6
 asked Observed market price for the August-Greece-paid bonds where the NPV of the bond or of an option?
Sep
3
 answered Regression and its application
Aug
31
 answered Separated software and physical cash flows modelling and pricing to be used with negative interest rates?
Aug
30
 answered How do I calculate weighted mean with negative weights?
Aug
30
 answered Equivalency of FX forwards and FX basis swaps for risk-management purposes
Aug
29
 answered Concentration risk in credit portfolio
Aug
28
 answered What distribution to assume for interest rates?
Aug
28
 asked Modelling the magnitude of negative interest rates as depending on the deposited volume
Aug
28
 asked Neglect the positive values in negative interest rates modelling?
Aug
28
 asked The observed negative interest rates should be modelled as the observed positive ones?
Aug
28
 asked Jumps in the evolution of observed negative interest rates related to changes in credit ratings?
Aug
28
 asked Split in two the observed negative interest rates (theoretically always positive/negative)?
Aug
28
 asked Bibliography and historical data relevant to negative interest rates modelling
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