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Egodym
  • Member for 9 years, 6 months
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13 votes
3 answers
9k views

Black-Scholes under stochastic interest rates

5 votes
2 answers
5k views

S&P 500 total return since 1956

4 votes
1 answer
17k views

Speed of mean reversion of an interest rate model

3 votes
1 answer
5k views

Estimating correlation using EWMA

3 votes
1 answer
423 views

Risk Manager must-know list

3 votes
2 answers
3k views

How to discretize a GBM under P- and Q-measures?

2 votes
1 answer
377 views

What should be the sign of greek letter $\rho$?

2 votes
0 answers
88 views

Modelling the Cost of Risk

2 votes
1 answer
764 views

Valuing derivatives under stochastic interest rates

1 vote
0 answers
219 views

Liquidity horizons of risk factors categories

1 vote
2 answers
2k views

Calibration of non-mean-reverting OU process

0 votes
0 answers
112 views

Benchmarking option pricing under stochastic interest rates

0 votes
0 answers
50 views

Clusters evolution over time

-1 votes
1 answer
96 views

Long-Term Government Bond Yields