Paul
  • Member for 8 years, 11 months
  • Last seen more than a month ago
  • Paris, France
3 answers
16 votes
7k views
9 bookmarks
Gamma vs. Volatility Risk
1 answers
8 votes
341 views
4 bookmarks
Non-arbitrage theory and existence of a risk premium
1 answers
6 votes
309 views
1 bookmarks
Upper bound concerning Snell envelope
2 answers
5 votes
475 views
2 bookmarks
Foward-start option pricing
0 answers
5 votes
2k views
1 bookmarks
A model to stochastic hazard rate and CDS spread term structure
1 answers
4 votes
3k views
4 bookmarks
Pricing a bond contract from the yield curve
0 answers
4 votes
162 views
1 bookmarks
Simple question concerning Jump process (Lévy process) model for a risky actif price process
0 answers
3 votes
969 views
2 bookmarks
Law of a geometric brownian motion first hitting time (formula dont match Monte Carlo Simulation)
0 answers
3 votes
102 views
Basket Default Swap (BDS)
4 answers
2 votes
1k views
3 bookmarks
How to price an exchange option using B&S framework?
1 answers
1 votes
300 views
2 bookmarks
FX Modeling references
2 answers
1 votes
1k views
How to price an European call on zero-coupon from the yield curve?
3 answers
1 votes
615 views
1 bookmarks
(Beginer on bond market) References on callable bond's pricing
2 answers
1 votes
757 views
Importance sampling for barrier option like pricing by Monte carlo
1 answers
1 votes
259 views
AT1 ratio, Core T1 ration and CET1 ratio