Quantitative Finance
TourEiffel's user avatar
TourEiffel's user avatar
TourEiffel's user avatar
TourEiffel
  • Member for 4 years, 3 months
  • Last seen this week
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13
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18
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Top posts
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All Questions Answers
Score Newest
question
4
Yield curve bootstrapping not producing expected cash flow start date
May 25
answer
4
Law of iterated expectation for the pricing of a Zero Recovery Risky Zero Coupon Bond
May 24
answer
3
Fixed Payment at Default - Pricing
May 24
answer
2
future cashflow loan equivalence
May 25
question
2
BootStrap with quantlib USD SOFR (vs. FIXED RATE) swap curve
May 23
question
2
Using Yield Term Structure for Bond Pricing in QuantLib: Is a Zero-Coupon Curve Necessary?
May 30
question
2
Quantlib match clean price with bbg clean price : Huge gap between calculated price and bloomberg
Jun 2
question
2
Incorporating the I-Spread and Parallel Shift for Accurate Bond Pricing
Jun 7
question
1
How does Bloomberg bootstrap CASH Instruments?
Aug 10, 2022
question
1
YTM calculation of a portfolio
Oct 25, 2021
Top network posts
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51
Unable to start kafka with zookeeper (kafka.common.InconsistentClusterIdException)
39
Unable to start kafka with zookeeper (kafka.common.InconsistentClusterIdException)
16
Unable to start kafka with zookeeper (kafka.common.InconsistentClusterIdException)
6
VBA - Check if a workbook is protected before open it
5
Multiply Matrix R

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