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ctNGUYEN

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10 Black-Scholes formula with deterministic discrete dividend (Musiela approach) Jan 7 '15
8 T-Forward Price on risk-neutral measure Feb 3 '14
4 Incoherence in Bloomberg Data in Swap Curve Builder (ICSV) Aug 18 '14
3 Continuity of Black-Scholes formula Jan 7 '15
2 Do you have a validation set for Libor Market Model implementation? Jan 12 '15
1 Who determine Sport rate curve (Yield Curve) Dec 31 '14
1 Black Scholes formula with continuous dividend paying stock Jan 6 '15
1 forward vs spot simply-compounded spot interest rate Jun 23 '14

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