Quantitative Finance

Necromancer

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Answer a question more than 60 days later with score of 5 or more. This badge can be awarded multiple times.

earned this badge 7 times.
Exploding Libor Rates in Libor Market Model
Awarded Dec 12, 2020 at 12:01
Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
Awarded Oct 21, 2018 at 17:05
Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
Awarded Mar 24, 2018 at 17:49
Is it fair to assume $(ud=1)$ in the binomial tree option pricing model?
Awarded Mar 6, 2018 at 0:13
Exercising an American call option early
Awarded Nov 28, 2016 at 18:24
Rate interpolation in Libor Market Model
Awarded Jan 9, 2012 at 12:11
When is the LIBOR market model Markovian?
Awarded Dec 20, 2011 at 21:32

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