TheBridge

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	location	Paris, France
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visits	member for	2 years, 4 months
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	2,245 reputation	bio	website		visits	member for	2 years, 4 months
823 badges		location	Paris, France		seen	9 hours ago

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37 Revisions

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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
Oct 24	revised	What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)? added 16 characters in body