User Olórin - Quantitative Finance Stack Exchange

Olórin

Member for 9 years, 1 month
Last seen more than a week ago

Gardens of Lórien, Aman

15 Answers

Score Activity Newest

8 votes

Transition Between Volatility Regimes

answered Apr 4, 2017 at 22:25

5 votes

Accepted

Markit recovery rates : assumed vs real

answered Dec 4, 2017 at 9:06

4 votes

Accepted

Swaption valuation across time using vcub

answered Jun 5, 2019 at 20:06

3 votes

What is the EUR swap curve on Bloomberg? I.e. what is the EUR equivalent of S23 curve on Bloomberg?

answered Jun 24, 2019 at 8:18

3 votes

How to price bitcoins?

answered Nov 30, 2017 at 17:06

2 votes

Find the brownian motion associated to a linear combination of dependant brownian motions

answered Apr 16, 2019 at 10:37

1 vote

Port a model dependent swaption sensitivity to a new model

answered Mar 1, 2019 at 10:05

1 vote

How to compute Overnight Index Swap (OIS) fixed rate?

answered May 19, 2018 at 16:34

1 vote

Accepted

From quoted spread and coupon to upfront, and vice versa : which recovery rates and when?

answered Dec 4, 2017 at 8:38

1 vote

Discounted Stock Price

answered Apr 21, 2015 at 21:32

1 vote

Accepted

Why is option value different from discounted CF

answered Apr 4, 2017 at 15:16

0 votes

Accepted

CDO tranche Pricing : Default probability

answered Nov 15, 2018 at 10:07

0 votes

Accepted

Initial forward variance curve calibration

answered Dec 7, 2022 at 19:55

0 votes

Accepted

Pricing fixed rate redeemable bond

answered Jul 30 at 7:39

0 votes

From Libor Curve rates to "forward" zero-coupons

answered Jun 18, 2019 at 15:21