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AlexM

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Top posts (10) All Questions Answers | Votes Newest

6 Principal Components Analysis on overlapping contracts Feb 8
3 Backtrader doesn't display time when backtesting Nov 24 '17
2 Discount rate in IRS valuation Sep 26 '17
2 Backtrader doesn't display time when backtesting Nov 24 '17
1 Valuation of Fixed-Income Securities Oct 9 '17
1 Valuation of Fixed-Income Securities Oct 9 '17
1 Positive base arbitrage CDS vs Asset Swap Oct 8 '17
1 Books about Monte Carlo Simulation on derivatives with Python Nov 25 '17
1 Error in barrier option pricing Monte Carlo Dec 2 '17
0 Correlated assets in Monte Carlo simulation Sep 22 '17

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