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matteot

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bio website fairmat.com
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visits member for 6 months
seen Jan 10 at 11:11
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16 reputation
 bio website fairmat.com visits member for 6 months
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 location seen Jan 10 at 11:11
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3 Answers

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 Longstaff Schwartz method
0
 Reasonable Hull & White parameters
0
 Fastest solver possible for portfolio optimization

16 Reputation

+15 Reasonable Hull & White parameters

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programming
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fixed-income
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optimization
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option-pricing
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mean-variance
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hullwhite

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Stack Overflow Stack Overflow 21 rep 1
Quantitative Finance Stack Exchange Quantitative Finance 16 rep

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