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Quantitative Finance
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AdB
  • Member for 7 years, 5 months
  • Last seen more than 2 years ago
  • Copenhagen, Denmark
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6
Reference books for interest rates modeling?
Jan 31, 2019
answer
5
When a stochastic volatility model is calibrated?
Dec 21, 2018
answer
4
Swaption annuity factor
Dec 21, 2018
answer
3
Strategy for implied volatility
Apr 2, 2019
answer
3
What happens in the binomial model if the real-world probability is $0$
Apr 9, 2019
answer
3
VaR equivalent volatility meaning
Apr 8, 2019
answer
2
Formula in Markowitz Optimization Problem (without riskless asset)
Apr 8, 2019
answer
2
Black Scholes- Options and OIS
Apr 4, 2019
answer
2
Relationship between CML and SML
Mar 8, 2019
answer
2
Is it possible to model path-dependent clauses using finite difference methods?
Mar 18, 2019