2,415 reputation
925
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location Paris, France
age
visits member for 3 years, 8 months
seen Oct 9 at 12:21

Nov
22
revised Accrued Interest in CVA DVA
edited title
Jun
5
revised Floor and Cap problem
edited tags
May
30
revised Monte Carlo simulating Cox-Ingersoll-Ross process
added 5 characters in body
Mar
25
revised Are BSDE's used in practice?
added 3 characters in body
Mar
25
revised Are BSDE's used in practice?
edited body
Mar
21
revised Central Limit Theorem and Lévy processes
added 1 characters in body
Mar
20
revised Central Limit Theorem and Lévy processes
edited title
Mar
20
revised Central Limit Theorem and Lévy processes
edited body
Mar
20
revised Central Limit Theorem and Lévy processes
deleted 2 characters in body; edited title
Dec
3
revised Backtesting VaR model violation independence
I switched VAR for VaR according to the comment
Jul
2
revised How to measure a non-normal stochastic process?
correction on a little typo
Mar
7
revised Cross Currency Swap Pricing in nowadays environment
added 96 characters in body
Feb
21
revised Cross Currency Swap Pricing in nowadays environment
added 3 characters in body
Dec
22
revised Law of an integrated CIR Process as sum of Independent Random Variables
edited body
Dec
21
revised Law of an integrated CIR Process as sum of Independent Random Variables
added 650 characters in body
Nov
18
revised Convexity of BS Equation for Call and Put
deleted 4 characters in body
Nov
18
revised Convexity of BS Equation for Call and Put
added 145 characters in body
Nov
4
revised What is a good site to download historical stock 'events' such as earnings releases?
some typos corrected
Oct
25
revised How to extrapolate implied volatility for out of the money options?
adding references
Oct
25
revised How to extrapolate implied volatility for out of the money options?
added 4 characters in body