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 Jan 23 awarded Custodian Jan 23 reviewed Reject Basket Default Swap (BDS) Jan 22 asked Basket Default Swap (BDS) Nov 20 revised How to price an European call on zero-coupon from the yield curve? added 92 characters in body Nov 20 revised How to price an European call on zero-coupon from the yield curve? added 28 characters in body Nov 20 comment How to price an European call on zero-coupon from the yield curve? @That Thanks for your comment. I know that. My question is all about how to calculate it just raving the Yield Curve as input and nothing else. Nov 19 revised How to price an European call on zero-coupon from the yield curve? deleted 2 characters in body; edited title Nov 19 asked How to price an European call on zero-coupon from the yield curve? Nov 19 revised (Beginer on bond market) References on callable bond's pricing edited body Nov 19 revised (Beginer on bond market) References on callable bond's pricing added 570 characters in body Nov 18 revised A model to stochastic hazard rate and CDS spread term structure deleted 62 characters in body Nov 17 revised A model to stochastic hazard rate and CDS spread term structure added 62 characters in body Nov 17 revised (Beginer on bond market) References on callable bond's pricing added 59 characters in body Nov 15 revised Help with integrating stochastic calculus expression from yield curve model added 105 characters in body Nov 15 comment Help with integrating stochastic calculus expression from yield curve model You're welcome. You are right, you can translate that formally by $z(t) \overset{\mathcal L}{=} \int_0^t e^{-2k(t-s)}~ds \frac{1}{\sqrt{t}} W_t$. I added that to the answer Nov 14 revised Help with integrating stochastic calculus expression from yield curve model added 1054 characters in body Nov 14 answered Help with integrating stochastic calculus expression from yield curve model Nov 14 awarded Popular Question Nov 14 revised (Beginer on bond market) References on callable bond's pricing added 835 characters in body; edited title Nov 14 revised A model to stochastic hazard rate and CDS spread term structure added 716 characters in body