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