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ladz

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46 reputation
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visits member for 1 year, 11 months
seen Aug 21 '12 at 15:18
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46 reputation
 bio website visits member for 1 year, 11 months
5 badges
 location seen Aug 21 '12 at 15:18
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3 Questions

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3
 Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?
3
 Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
1
 Why do some people claim the delta of an ATM call option is 0.5?

46 Reputation

+15 Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?
+8 Why do some people claim the delta of an ATM call option is 0.5?
+18 Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

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