User Egodym - Quantitative Finance Stack Exchange

Egodym

Member for 9 years, 2 months
Last seen more than a week ago

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14 Questions

Score Activity Newest Views

12 votes

3 answers

9k views

Black-Scholes under stochastic interest rates

asked Jun 11, 2015 at 3:24

5 votes

2 answers

5k views

S&P 500 total return since 1956

asked May 12, 2015 at 21:53

4 votes

1 answer

16k views

Speed of mean reversion of an interest rate model

asked Jun 30, 2015 at 23:51

3 votes

1 answer

5k views

Estimating correlation using EWMA

asked Jul 5, 2015 at 23:06

3 votes

1 answer

411 views

Risk Manager must-know list

asked Dec 8, 2015 at 12:50

3 votes

2 answers

3k views

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

asked Jul 21, 2015 at 5:34

2 votes

1 answer

367 views

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

asked Nov 8, 2015 at 18:41

2 votes

0 answers

85 views

Modelling the Cost of Risk

asked Dec 14, 2015 at 14:14

2 votes

1 answer

743 views

Valuing derivatives under stochastic interest rates

asked May 31, 2016 at 19:04

1 vote

0 answers

219 views

Liquidity horizons of risk factors categories

asked Jun 9, 2016 at 21:27

1 vote

2 answers

1k views

Calibration of non-mean-reverting OU process

asked Jul 8, 2015 at 1:41

0 votes

0 answers

111 views

Benchmarking option pricing under stochastic interest rates

asked Jun 14, 2015 at 19:13

0 votes

0 answers

50 views

Clusters evolution over time

asked Oct 8, 2019 at 3:34

-1 votes

1 answer

96 views

Long-Term Government Bond Yields

asked Jun 30, 2015 at 23:28