fabien

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146 reputation

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	location	Paris
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visits	member for	2 years
	seen	Dec 19 '12 at 18:12
stats	profile views	23

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7 Answers

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5	How do bond pricing formulae differ between the US, UK and the Euro zone?
2	Vanna - any practical uses for risk or pnl attribution purposes?
2	Software for decomposing structured products into plain vanilla products
2	What are the major models for energy derivatives, particularly electricity derivatives?
1	Free market data (delayed or snapshot)

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146 Reputation

+30	How do bond pricing formulae differ between the US, UK and the Euro zone?
+10	QuantLib in industry
+10	Software for decomposing structured products into plain vanilla products
+10	Vanna - any practical uses for risk or pnl attribution purposes?

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14 Tags

5 fixed-income	2 greeks
5 pricing-formulae	2 options
3 software × 2	2 option-pricing
2 replication	1 data
2 derivatives	1 automated-trading

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	Quantitative Finance	146 rep	3
	Stack Overflow	138 rep	212
	Area 51	71 rep	2
	Server Fault	1 rep

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Revival	Editor
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