Skip to main content
user25844's user avatar
user25844's user avatar
user25844's user avatar
user25844
  • Member for 7 years, 5 months
  • Last seen more than a month ago
10 votes
1 answer
3k views

delta-hedging is failing

5 votes
1 answer
2k views

why calibrate volatility and fix the mean reversion

3 votes
1 answer
611 views

Libor Market Model (LMM) under risk neutral measure

2 votes
1 answer
53 views

calibrating two (or X) equity diffusion trees

2 votes
1 answer
2k views

rationale for maturity adjustment formula in basel IRB formula

1 vote
2 answers
115 views

credit spread ajustment considering currency

0 votes
1 answer
174 views

different Z-spreads for a same company

0 votes
1 answer
85 views

influence of exponential-Lévy on a call price

0 votes
0 answers
46 views

financial markets

0 votes
0 answers
751 views

Local volatility (dupire equation) for monte Carlo, discretisation - need help understanding spatial and TEMPORAL dimensions

0 votes
1 answer
81 views

Adequate model to payoff

0 votes
1 answer
334 views

Delta of a forward ATM option

0 votes
1 answer
617 views

How to price a quanto basket option?