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Quantitative Finance
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byouness
  • Member for 7 years, 10 months
  • Last seen more than a week ago
  • Paris, France
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Quantitative finance professional, R, Python and Math enthusiast.

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Top posts
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answer
18
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
9
Cap/Floor ATM Rate
Dec 4, 2018
answer
6
Expectation of Stochastic Differential
Jul 10, 2019
answer
6
What is the point of the regression in Longstaff Schwartz method?
Jun 17, 2018
answer
5
CVA for options
May 21, 2021
answer
5
QuantLib Python: caplet/swaption pricing under dual curve
Dec 8, 2019
answer
4
Put Call Symmetry
May 31, 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
Top network posts
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24
Intuition behind the formula for the variance of a sum of two variables
16
Smoothen heatmap in plotly
12
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