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Quantitative Finance
RyanM's user avatar
RyanM's user avatar
RyanM's user avatar
RyanM
  • Member for 5 years, 1 month
  • Last seen more than 1 year ago
  • Pittsburgh, PA, USA
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4
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About

Former pure math (algebra) person converted into financial math nerd.

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Top posts
All Questions Answers
Score Newest
question
3
Proof behind solution for theta in Hull-White with time-dependent volatility and mean reversion?
May 1, 2018
question
2
"Correct" way to average OAS of multiple securities?
May 14, 2018
question
1
Modeling exercise notice time using lattices?
Jun 29, 2018
question
1
Lattice pricing of derivatives under multi curve framework (OIS and LIBOR)
May 3, 2018
answer
0
Modeling exercise notice time using lattices?
Jul 2, 2018

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