Apparently, this user prefers to keep an air of mystery about them.
4 GARCH model and prediction Apr 22 '14
3 Ornstein versus AR(1) for modeling stationary data Apr 24 '14
3 If floating leg in an arrears swap is paid on the date then valuing them is like predicting future Oct 29 '15
3 When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation? May 23 '14
3 Monte Carlo for MultiFactor Ornstein Uhlenbeck May 24 '14