Quantitative Finance
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byouness
  • Member for 6 years, 8 months
  • Last seen this week
  • Paris, France
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About

Quantitative finance professional, R, Python and Math enthusiast.

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Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
17
Problems with local volatility models (vs stochastic volatility models)
May 7, 2018
answer
10
Why is there a convexity adjustment if the payment date differs from Libor end date?
Dec 15, 2018
answer
8
Cap/Floor ATM Rate
Dec 4, 2018
answer
6
Expectation of Stochastic Differential
Jul 10, 2019
answer
4
QuantLib Python: caplet/swaption pricing under dual curve
Dec 8, 2019
answer
4
Put Call Symmetry
May 31, 2018
answer
4
What is the point of the regression in Longstaff Schwartz method?
Jun 17, 2018
answer
4
What is the numeraire for the real world measure $\mathbb{P}$?
May 16, 2018
answer
4
Credit Valuation adjustment (CVA) Hedges
Jan 24, 2017
answer
3
CVA formula for a call option
Jan 24, 2017
Top network posts
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24
Intuition behind the formula for the variance of a sum of two variables
14
Smoothen heatmap in plotly
11
tryCatch inside dplyr's mutate?
10
Jupyter commands work only with a dash (e.g. jupyter-kernelspec instead of jupyter kernelspec)
10
Display python plotly graph in RMarkdown html document

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