user7056

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93 reputation

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	location	Switzerland
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visits	member for	9 months
	seen	Dec 17 '12 at 8:57
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13 Questions

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6	Modelling with negative interest rates
2	Is it possible to model general wrong way risk via concentration risk?
2	Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
2	Is inverted Japanese style curve persistent when negative rates are real / market - observed?
1	Observed market price for the August-Greece-paid bonds where the NPV of the bond or of an option?

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93 Reputation

+10	How can I estimate the parameters of an option value model of retirement?
+10	Is it possible to model general wrong way risk via concentration risk?
+5	Modelling with negative interest rates
+10	Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?

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11 Answers

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3	Equivalency of FX forwards and FX basis swaps for risk-management purposes
3	What distribution to assume for interest rates?
2	Concentration risk in credit portfolio
2	How can I estimate the parameters of an option value model of retirement?
1	Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?

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38 Tags

4 interest-rates × 13	3 distribution
3 modeling × 6	2 credit × 2
3 swaps	2 risk
3 fx	2 optimization
3 forward	2 numerical-methods

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2 Accounts

	Quantitative Finance	93 rep	9
	Personal Finance & Money	1 rep	1

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