Medan
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26 views
fixed income quant asset managment
1 answers
0 votes
119 views
yield vs OAS for floaters
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0 votes
36 views
callable bonds with FDM
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0 votes
33 views
option value for yield to worst model
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0 votes
57 views
perpetual call time
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0 votes
56 views
probability of exercise
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5 votes
415 views
1 bookmarks
binomial trees and finite differences
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0 votes
151 views
zero curvature boundary condition
1 answers
1 votes
259 views
2 bookmarks
Pricing an American derivative with finite differences
1 answers
0 votes
76 views
pricing a derivative with a running cost
2 answers
3 votes
6k views
2 bookmarks
hedging barrier options
2 answers
2 votes
3k views
6 bookmarks
Feynman Kac and choice of measure
1 answers
4 votes
904 views
1 bookmarks
discounted price is a martingale under any measure?
1 answers
0 votes
74 views
parabolic pde with source term
1 answers
5 votes
374 views
2 bookmarks
Other numerraire choices when applying Feynman Kac
1 answers
2 votes
395 views
1 bookmarks
pricing american put option with fdm
1 answers
2 votes
149 views
Black Derman Toy short rate and PDE
3 answers
4 votes
6k views
3 bookmarks
rate of convergence for Monte Carlo