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Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti
  • Member for 9 years, 6 months
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question
5
Working with wide bid ask spreads in option pricing model
Feb 7, 2023
question
2
Workaround for Hull-White short rate model in market without swaptions
Sep 7, 2022
question
2
Initial values for Heston Model calibration
Jun 10, 2015
question
2
Use of cap volatilities
Feb 22, 2018
question
1
How to calculate credit spread from rating
Aug 16, 2017
question
1
Valuating Custom Amortization Schedule Libor IRS with QuantLib
May 20, 2020
question
1
Why do a callable bond always have higher yields?
Feb 22, 2021
question
1
Why fitting $\mathbb{Q}$ vs $\mathbb{P}$ measure Heston model if both fit to market
Mar 2, 2023
question
1
Get strikes from delta works with put but no with call function
Mar 16, 2023
question
1
PV different from Dirty Price in QuantLib
Sep 14, 2023
Top network posts
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5
Can't fully remove xlwings addin from Excel