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ldnquant

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581 reputation
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visits member for 2 years, 3 months
seen Jan 13 at 13:55
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581 reputation
 bio website visits member for 2 years, 3 months
45 badges
 location seen Jan 13 at 13:55
summary answers questions tags badges favorites bounties reputation activity

10 Answers

newest activity votes
11
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence
2
What is a real world example of negative forward interest rate?
3
Valuing Total Return Swaps
10
Do binary options make any sense?
5
Rationale for OIS discounting for collateralized derivatives?
4
What SABR $\beta$ to use for EURIBOR swaption smiles
7
Correlation between prices or returns?
5
Stochastic recovery rates
4
Video lectures and presentations on quantitative finance
2
Rate interpolation in Libor Market Model
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