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Gogo78

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

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  • Member for 1 year, 7 months
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  • Last seen Oct 2 at 13:52

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5 Curve building dates overlapping impact on discount factor Dec 18 '19
4 Hull-White model applied in practice Aug 14
4 Stock Prices are Lognormal - Formal Definition Jan 8
2 Interest rate calculation Jan 8
2 Curve building for a swap Oct 30 '19
2 3M curve vs 6M Curve, which one to use for valuation of IR Derivatrives Nov 26 '19
1 Swaps curve building with Deposit, FRAs & Swaps Dec 11 '19
1 Can we get the portfolio size approximation from the PnL? [closed] Apr 30 '19
1 How to find the right Shift for the SABR Model Aug 17 '19
1 PV01 of Physically settled Swaptions contrat Aug 22 '19
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