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Olórin's user avatar
Olórin
  • Member for 9 years, 4 months
  • Last seen more than a week ago
  • Gardens of Lórien, Aman
0 votes
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Pricing fixed rate redeemable bond

0 votes
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Initial forward variance curve calibration

3 votes

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

0 votes

From Libor Curve rates to "forward" zero-coupons

4 votes
Accepted

Swaption valuation across time using vcub

2 votes

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

1 vote

Port a model dependent swaption sensitivity to a new model

0 votes
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CDO tranche Pricing : Default probability

1 vote

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

5 votes
Accepted

Markit recovery rates : assumed vs real

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

3 votes

How to price bitcoins?

8 votes

Transition Between Volatility Regimes

1 vote
Accepted

Why is option value different from discounted CF

1 vote

Discounted Stock Price