Quantitative Finance
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Gogo78

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

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  • Member for 7 months
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Top posts (10) All Questions Answers | Votes Newest

2 Curve building for a swap Oct 30
2 3M curve vs 6M Curve, which one to use for valuation of IR Derivatrives Nov 26
1 CAPM - Expected vs. actual returns Aug 22
1 Beta: Cumulative vs. Simple Returns Aug 23
1 Can we get the portfolio size approximation from the PnL? [closed] Apr 30
1 How to find the right Shift for the SABR Model Aug 17
1 PV01 of Physically settled Swaptions contrat Aug 22
1 PV01 of physically-settled swaption Sep 9
1 How to maintain VaR at 5% and max return in Portfolio Analytics Nov 27
0 factor selection for predicting fnd returns Sep 13

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