Podcast #128: We chat with Kent C Dodds about why he loves React and discuss what life was like in the dark days before Git. Listen now.
Quantitative Finance
Network profile
429
reputation
4
10

adam

Apparently, this user prefers to keep an air of mystery about them.

8
answers
3
questions
~15k
people reached
  • Member for 8 years, 3 months
  • 40 profile views
  • Last seen Dec 8 '18 at 19:24

Communities (11)

Top network posts

Top tags (32)

Score 9
Posts 3
Posts % 27
Score 6
Posts 2
Score 2
Posts 2
Score 2
Posts 1
Score 2
Posts 1
Score 2
Posts 1
View all tags →

Top posts (11) All Questions Answers | Votes Newest

8 Version of Girsanov theorem with changing volatility Nov 9 '12
6 Bond Convexity Treasuries Futures Feb 21 '14
3 Girsanov theorem in CMS convexity derivation Jun 5 '14
2 Should we apply practical constraints on the distribution of monte carlo paths? Jan 27 '12
2 How is the default probability implied from market implied CDS spreads for CVA/DVA calculation? Feb 18 '14
1 Modelling callable bonds in a risk model (historical simulation) Feb 25 '16
1 List of financial derivatives Ito's Lemma does not apply Mar 22 '14
1 S&P's Sovereign Ratings: Clarification on Definitions and Symbols Feb 25 '14
1 Extracting IB market data: bid and ask for greeks and IV Feb 10 '16
0 CDS spread scenarios from historical market data Feb 10 '16
View all questions and answers →

Badges (14)

Gold

—

Silver

4

Rarest

Bronze

10

Rarest

View all badges →