Quantitative Finance
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Marcino

You can contact me on olechowski.marcin [the symbol that looks like a monkey tail] [typical google email domain]

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  • London, UK
  • quantondemand.com
  • Member for 3 years, 6 months
  • 30 profile views
  • Last seen Feb 7 at 15:12

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Top posts (6) All Questions Answers | Votes Newest

11 Risk-free: why LIBOR pre-crisis and OIS now Jul 29 '16
7 Why is CSA currency OIS rate used in discounting instead of local currency OIS? Jul 28 '16
5 CSA discounting vs OIS discounting Jul 28 '16
5 Pricing foreign currency bonds - which approach is more theoretically “sound”? Jul 28 '16
3 One Way CSA Agreements Jul 28 '16
2 Cross Currency Swap pricing Jul 27 '16

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