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Magic is in the chain

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 3 months
  • 78 profile views
  • Last seen Dec 14 at 10:09

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Top Posts (51) All Questions Answers | Votes Newest

5 Differential of integrating factor $d(e^{at}r_t)$ in Vasicek model Oct 24
4 Annualized actual probability Oct 18
4 Spot/Next and Tom/Next FX forward swaps Oct 8
3 Why does it make sense that $S$ and $e^{rt}$ are solutions to the Black-Scholes PDE? Oct 18
3 continuously compound forward rate formula Oct 16
2 Theoretical distribution of (geometric) Brownian motion (with drift) Oct 8
2 goodness of fit metric Oct 8
2 Swap Curve and Forward Libor Rates Oct 4
2 Deriving Dupire's Volatility Formula : Why $\lim_{s \rightarrow \infty} (s-K) \frac{d}{ds} \big[ \sigma^2(T,s)s^2\phi(T,s)\big] = 0 $ Oct 5
2 Capital call VS Capital Commitment Sep 6
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