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Bogaso
  • Member for 5 years, 10 months
  • Last seen more than a week ago
6 votes
3 answers
2k views

Good textbooks on xVA [closed]

4 votes
2 answers
717 views

Integration on Wiener Process

4 votes
0 answers
229 views

Long term average of transition matrix

4 votes
1 answer
179 views

Backtesting of VaR estimates

3 votes
1 answer
304 views

Differentiating Wiener process

3 votes
1 answer
376 views

Asian option sensitivity

3 votes
2 answers
982 views

Integration over function of Wiener process

3 votes
1 answer
527 views

Yield of a Bond

3 votes
1 answer
517 views

How to calculate the covariance involving Stochastic process

3 votes
3 answers
14k views

Normal vs Log normal implied volatility

2 votes
1 answer
261 views

Term Structure of Corporate Bond

2 votes
1 answer
1k views

Forward Swap Rate calculation using Quantlib

2 votes
1 answer
604 views

Expectation on a function of Wiener Process

2 votes
3 answers
524 views

Backtesting of Risk models

2 votes
1 answer
297 views

Clarification of Ito's lemma

2 votes
0 answers
24 views

Tax obligation in collaterised loan

2 votes
2 answers
260 views

Comparison between Absolute return and Relative return

1 vote
1 answer
845 views

Modelling Bank deposit with replicating portfolio

1 vote
1 answer
69 views

Estimating credit transition probabilities from additional information

1 vote
0 answers
122 views

How xVA is applied to determine final price

1 vote
1 answer
701 views

US Treasury vs OIS rate

1 vote
0 answers
113 views

Delta sensitivity calculation according to SIMM

1 vote
1 answer
82 views

Dummy time series to be considered

1 vote
1 answer
313 views

Software implementation for valuation of exotic options

1 vote
1 answer
276 views

Heston model on currency

1 vote
1 answer
786 views

What is gsr model for short term interest rate

1 vote
1 answer
193 views

Questions on the Day count issue in Bond pricing

1 vote
1 answer
39 views

Failing to create Quantlib's LM Fixed Volatility Model object

1 vote
0 answers
104 views

Sensitivities under Bachelier process

1 vote
0 answers
167 views

Interest rate risk calculation for Banking book