148 reputation
111
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location Paris, France
age 26
visits member for 1 year, 10 months
seen 6 hours ago

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
19
revised How to price an European call on zero-coupon from the yield curve?
deleted 2 characters in body; edited title
Nov
19
revised Stochastic exponential, find the process model
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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
14
revised Help with integrating stochastic calculus expression from yield curve model
added 1054 characters in body
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
Nov
12
revised A model to stochastic hazard rate and CDS spread term structure
added 222 characters in body
Nov
12
revised A model to stochastic hazard rate and CDS spread term structure
edited title
Nov
3
revised A model to stochastic hazard rate and CDS spread term structure
added 225 characters in body
Nov
3
revised Why is OU process stationary?
added 1 character in body
Nov
3
revised A model to stochastic hazard rate and CDS spread term structure
added 7 characters in body
Nov
3
revised Pricing defaultable binary option with hazard rate approach
edited tags
Oct
31
revised Pricing defaultable binary option with hazard rate approach
edited tags