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Quantitative Finance
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user7056
  • Member for 12 years
  • Last seen more than 2 years ago
  • Switzerland
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question
16
Modelling with negative interest rates
Aug 27, 2012
answer
7
What distribution to assume for interest rates?
Aug 28, 2012
answer
5
Concentration risk in credit portfolio
Aug 29, 2012
question
4
Is it possible to model general wrong way risk via concentration risk?
Dec 5, 2012
answer
4
Recommendations for books to understand the math in quantitative finance papers?
Jun 30, 2014
answer
3
Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?
Jun 19, 2013
question
3
Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Oct 10, 2012
answer
3
Equivalency of FX forwards and FX basis swaps for risk-management purposes
Aug 30, 2012
answer
3
Stress Testing Methods
Aug 20, 2014
answer
2
How can I estimate the parameters of an option value model of retirement?
Sep 19, 2012