Quantitative Finance
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  • Member for 5 years, 9 months
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  • India
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8 Questions

Score Activity Newest Views
2 votes
1 answer
364 views

Interest rate risk. Books recommendation

2 votes
2 answers
848 views

How turnover rate is dependent on mortgage rate?

2 votes
3 answers
1k views

How does Rho behaves with moneyness of option?

1 vote
1 answer
256 views

CCAR Shocks Scenario

1 vote
3 answers
1k views

Recommended readings for VaR

1 vote
2 answers
427 views

Book recommendation for Prepayment model of Mortgage Backed Securities

0 votes
1 answer
4k views

Difference between Delta-Gamma and Delta-normal method for VaR

0 votes
1 answer
325 views

Book/ Articles recommendation for Volatility models

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