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ladz

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46 reputation
 bio website visits member for 2 years
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3 Questions

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3
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Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

risk research modeling risk-models cva
2h ago user7056 113
1
3
votes
2
answers
161
views

Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?

fixed-income interest-rates derivatives pricing swaps
jul 12 '12 at 21:01 WD_R 1
 
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3
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kviews

Why do some people claim the delta of an ATM call option is 0.5?

options black-scholes
jun 24 '12 at 16:30 joelhoro 326
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