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Quantitative Finance
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Rustam

My area of interests includes programming (.Net, Java), corporate finance (CFA harterholder) and quantitative finance (CQF candidate).

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Top posts (14) All Questions Answers | Votes Newest

16 Applicability of PCA to get historical volatilities to calibrate interest rates trees Jun 20 '13
6 Duration of a floating rate note Aug 6 '13
5 How to estimate real-world probabilities Jun 20 '13
4 What is the analytic value of an asset's risk contribution, if $n=2$? Jun 21 '13
4 How popular is the IRR as a tool for capital budgeting, nowadays? Aug 13 '13
4 BDT model implementation Jan 8 '13
1 converting US tickers into Reuters RIC Nov 11 '13
1 Is Vasicek risk neutral? Oct 17 '13
1 Black model - volatility estimation Aug 12 '13
1 How to price an exchange option using B&S framework? Jun 26 '13
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