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math
  • Member for 11 years, 7 months
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question
15
How to calibrate a volatility surface using SVI
Aug 16, 2015
question
14
GARCH model and prediction
Apr 21, 2014
question
12
portfolio optimization averaging weights, what are benefits?
Nov 23, 2015
question
11
Volatility skew and how to capture it?
Oct 17, 2014
question
10
Greeks of a swaption using Brigo
Jul 29, 2015
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10
clarification to use collocation methods to get arbitrage free sabr
Aug 4, 2016
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8
derivation of the hedging error in a black scholes setup
Sep 30, 2015
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8
SVI negative rates
May 23, 2016
question
8
How do Return.portfolio and Return.rebalancing work in Performance Analytics in R?
Sep 7, 2014
answer
7
On short-rate-models: Black-Karasinski (with constant parameters) compared to Vasicek
Jul 8, 2013
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65
When does memtest86+ stop?
46
What is the relation between weak convergence of measures and weak convergence from functional analysis
36
compactness / sequentially compact
26
Example of different topologies with same convergent sequences
22
\setcounter{tocdepth}