| bio | website | |
|---|---|---|
| location | ||
| age | 33 | |
| visits | member for | 2 years, 3 months |
| seen | 7 hours ago | |
| stats | profile views | 278 |
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Nov 25 |
accepted | How do I estimate the parameters of an MA(q) process? |
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Nov 3 |
accepted | Trade execution in HFT - role of quants |
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May 2 |
accepted | Pricing callable range accruals on spreads |
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Jan 11 |
accepted | Can you fully hedge an option in the presence of counterparty risk? |
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Jan 6 |
accepted | How to detect regime change when estimating asset correlation from historical time series? |
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Oct 12 |
accepted | Rate interpolation in Libor Market Model |
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Oct 12 |
accepted | Correlation skew mapping |
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Oct 12 |
accepted | What is the role of Credit Valuation Adjustment (CVA) desks in investment banks? |
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Mar 25 |
accepted | Cost function for hedging portfolio |
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Mar 23 |
accepted | Stochastic recovery rates |
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Mar 22 |
accepted | Quanto CDS modeling |
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Feb 10 |
accepted | What is a Structurer? |