Quantitative Finance
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PalimPalim

The generation of random numbers is too important to be left to chance.

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  • Berlin, Deutschland
  • Member for 4 years, 5 months
  • 11 profile views
  • Last seen Jan 4 at 9:01

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3 Intuitive explanation for expectiles Jan 25 '18
2 Aggregation to MSCI world return from subindicies Jun 22 '17
2 expected shortfall as unconditional expectation Jul 10 '17
2 Market risk stress testing? May 16 '17
2 Books about Monte Carlo Simulation on derivatives with Python Dec 14 '17
1 discount factor, zero rates, zero curve from BBG Nov 5 '19
1 EAD = Drawn amount + Undrawn amount * CCF? Jun 29 '20
1 testing stressed VaR May 15 '17
0 compute r(t) in Vasiceck model, what is $e^{at}r$ Jan 19 '18
0 simple SABR model & negative strikes May 30 '19

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