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Paul
  • Member for 9 years, 4 months
  • Last seen more than a month ago
  • Paris, France
16 votes
3 answers
7k views

Gamma vs. Volatility Risk

8 votes
1 answer
348 views

Non-arbitrage theory and existence of a risk premium

6 votes
1 answer
314 views

Upper bound concerning Snell envelope

5 votes
2 answers
484 views

Foward-start option pricing

5 votes
0 answers
2k views

A model to stochastic hazard rate and CDS spread term structure

4 votes
0 answers
163 views

Simple question concerning Jump process (Lévy process) model for a risky actif price process [closed]

4 votes
1 answer
3k views

Pricing a bond contract from the yield curve

3 votes
0 answers
1k views

Law of a geometric brownian motion first hitting time (formula dont match Monte Carlo Simulation)

3 votes
0 answers
103 views

Basket Default Swap (BDS)

2 votes
4 answers
1k views

How to price an exchange option using B&S framework?

1 vote
1 answer
267 views

AT1 ratio, Core T1 ration and CET1 ratio

1 vote
1 answer
320 views

FX Modeling references

1 vote
2 answers
807 views

Importance sampling for barrier option like pricing by Monte carlo

1 vote
3 answers
637 views

(Beginer on bond market) References on callable bond's pricing

1 vote
2 answers
1k views

How to price an European call on zero-coupon from the yield curve?