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Vytautas

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374 reputation
16
bio website vytautas.s.blogspot.com
location Amsterdam, The Netherlands
age 24
visits member for 2 years, 2 months
seen Mar 26 at 20:08
stats profile views 30
MSc Student / Assistant Researcher
Data Mining & Quantitative Finance

374 reputation
bio website vytautas.s.blogspot.com visits member for 2 years, 2 months
16 badges
location Amsterdam, The Netherlands seen Mar 26 at 20:08
summary answers questions tags badges favorites bounties reputation activity

7 Answers

newest activity votes
5
Why are options trades supposed to be delta-neutral?
5
How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
4
What is the role of Credit Valuation Adjustment (CVA) desks in investment banks?
3
When to use Monte Carlo simulation over analytical methods for options pricing?
3
Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
1
Discrete time Ho lee model
0
What are some useful approximations to the Black-Scholes formula?
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