Quantitative Finance
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The Berg

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 9 months
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  • Last seen Aug 10 '20 at 8:40

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5 The effect of negative interest rates on derivative pricing Apr 16 '15
5 Why is the overnight index swaps considered risk-free? Sep 16 '16
1 For IFRS9, losses should be discounted with the EIR, why is that sensible? Sep 15 '16

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