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Adam
  • Member for 10 years, 1 month
  • Last seen more than 6 years ago
  • London, United Kingdom
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Top posts
question
8
Implications of shifting the lognormal model for forward rates from a probability perspective
Mar 4, 2016
question
8
Transforming 3M volatilities into 6M volatilities in EUR forecast curves
Mar 29, 2016
question
7
Practical implementation of Libor Market Model
Jan 15, 2015
question
6
Libor Market Model: numeraire change
Nov 20, 2014
question
5
Quadratic exponential method (by Andersen) in Heston model
Nov 4, 2014
question
5
Lipschitz condition in mathematical finance
Jun 16, 2015
question
3
Volatility considerations with interest rate derivatives
Jun 13, 2017
question
2
Introducing 1bp shocks to yield curve (and interpolation consequences)
Jun 10, 2016
question
1
How to compute SABR's probability density function
Apr 10, 2018
question
1
Why can't we use Finite Differences with non-parabolic PDEs?
Sep 16, 2015
Top network posts
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29
When does Luke's lightsaber first appear in the Star Wars saga?
8
The Lévy-Khintchine formula and integrability conditions of a random measure
7
Using Girsanov theorem to prove density of stopping time
6
Prove identity in law for stochastic process driven by Brownian Motion
6
Reading list to master Numerical Analysis' research literature