Quantitative Finance
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti
  • Member for 8 years, 6 months
  • Last seen this week
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18
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22
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3
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17
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17
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3
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17
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17
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17
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All Questions Answers
Score Newest
question
5
Working with wide bid ask spreads in option pricing model
Feb 7
question
2
Workaround for Hull-White short rate model in market without swaptions
Sep 7, 2022
question
2
Use of cap volatilities
Feb 22, 2018
question
2
Initial values for Heston Model calibration
Jun 10, 2015
question
1
How to calculate credit spread from rating
Aug 16, 2017
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
question
1
Get strikes from delta works with put but no with call function
Mar 16
question
1
PV different from Dirty Price in QuantLib
Sep 14
question
0
Vasicek model calibration to bond prices or rates (no swaptions)
Nov 13

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