Skip to main content
user2743931's user avatar
user2743931's user avatar
user2743931's user avatar
user2743931
  • Member for 8 years, 7 months
  • Last seen more than a month ago
3 votes
1 answer
942 views

Boundary conditions: Dirichlet vs Neumann

2 votes
1 answer
288 views

Copulas and default probability

2 votes
1 answer
332 views

Discounting (collateralized / uncollateralized / other ccy)

1 vote
1 answer
337 views

Does every process need to be a martingale under martingale measure?

1 vote
1 answer
169 views

Quantlib - bond with capped coupons

1 vote
1 answer
755 views

American options and stopping times

0 votes
0 answers
17 views

FVA / fully collateralized netting set [duplicate]