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Tulio Carnelossi's user avatar
Tulio Carnelossi's user avatar
Tulio Carnelossi's user avatar
Tulio Carnelossi
  • Member for 9 years, 10 months
  • Last seen more than 2 years ago
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20
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Top posts
question
8
Do you have a validation set for Libor Market Model implementation?
Jan 12, 2015
answer
2
Practical implementation of Libor Market Model
Jan 17, 2015
question
2
How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
Oct 29, 2014
answer
2
What is The Closed-Form Implied Volatility Estimator (As Defined by Hallerbach 2004) for A Put Option?
Aug 8, 2017
answer
1
Option greeks: sensitivity to 1% move
Jan 24, 2015
answer
1
Self-Frontrunning Arbitrage
Aug 4, 2015
answer
1
Issue with OLS Regression for Nelson Siegel Svensson parameters
Aug 4, 2015
answer
1
Martiglale and Brownian Motion
Jan 14, 2015
answer
0
I have volatility of a portfolio in year 1 and in year 2. How do I calculate the volatility over the total 2-year period?
Jan 15, 2015
answer
0
Factor immunization for bond portfolio
Jan 15, 2015