Quantitative Finance
Jose Pedro Melo's user avatar
Jose Pedro Melo's user avatar
Jose Pedro Melo's user avatar
Jose Pedro Melo
  • Member for 7 years, 6 months
  • Last seen more than a month ago
  • Chile
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All Questions Answers
Score Newest
question
6
Pricing interest rate options in emerging markets
Sep 26, 2016
question
4
VAR FPCA analysis paper replication
Jul 23, 2016
question
4
Swap Bootstrapping with quantlib
Oct 25, 2017
question
4
Valuing structured loans in QuantLib
Sep 11, 2019
question
3
Hedging XVA sensitivities and funding risk
Feb 10, 2020
question
3
Bootstraping CLP Swap with Quantlib
Jan 12, 2018
question
3
TermStructure/Evaluation Dates in Quantlib
Nov 17, 2018
answer
2
Valuating Prepayment on Loans- Which models are favorable?
Oct 18, 2016
answer
1
Modelling a prepayment loan via an swap and swaptions
Oct 15, 2016
answer
1
Graph Theory in Finance?
Feb 22, 2021

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