Quantitative Finance
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mepuzza's user avatar
mepuzza's user avatar
mepuzza
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  • Member for 11 years, 9 months
  • Last seen more than 11 years ago
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14
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All Questions Answers
Score Newest
answer
11
Time series of PCA - Sign change in factor loadings
Mar 20, 2012
answer
9
Implementing a Fast Fourier Transform for Option Pricing
May 8, 2012
answer
6
What's the best way to test/validate an interest rate lattice model
May 15, 2012
answer
4
Non-SQL methods for high-frequency accounting?
Mar 21, 2012
answer
4
How to value non-libor swaps (not basis swaps)?
Apr 24, 2012
answer
3
Pricing callable range accruals on spreads
May 2, 2012
answer
3
Historical Level 2 Data (Market Depth)
Mar 15, 2012
answer
3
What are some useful approximations to the Black-Scholes formula?
Apr 10, 2012
answer
2
Vanna - any practical uses for risk or pnl attribution purposes?
Mar 8, 2012
answer
2
VaR implementation using quantlib?
May 3, 2012

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