43 reputation
4
bio website lwzhang.com
location United States
age
visits member for 7 months
seen yesterday

An NPC in the world of Quantitative Finance


Mar
5
comment regarding Basel III IRB method for credit risk
capitaliq.com/media/151103-SP-BaselSecondWave-US-6-29-12.pdf. On page 9, the article briefly mentioned the growing important role that the accuracy of the internal rating based method plays under Basel III.
Mar
4
accepted Linear-Boundary Crossing Problem for Brownian Motion
Mar
3
asked Linear-Boundary Crossing Problem for Brownian Motion
Feb
10
awarded  Supporter
Dec
22
answered What is the difference between these two equations for GBMs?
Dec
20
awarded  Teacher
Dec
20
awarded  Scholar
Dec
20
accepted A Question from “Mathematical Methods for Financial Markets” Chapter 2
Dec
20
comment A Question from “Mathematical Methods for Financial Markets” Chapter 2
Thank you Drmanifold for providing a great answer and thank you William for editing the answer.
Dec
20
answered How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option?
Dec
16
awarded  Student
Dec
15
asked A Question from “Mathematical Methods for Financial Markets” Chapter 2