Quantitative Finance
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nyk
  • Member for 3 years, 1 month
  • Last seen more than 1 year ago
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3
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0
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6
Score
2
Posts
67
Posts %
4
Score
2
Posts
67
Posts %
4
Score
1
Posts
33
Posts %
2
Score
2
Posts
67
Posts %
2
Score
1
Posts
33
Posts %
0
Score
1
Posts
33
Posts %
Top posts
All Questions Answers
Score Newest
answer
4
EAD = Drawn amount + Undrawn amount * CCF?
Oct 19, 2020
answer
2
Use of PIT vs TTC PD in a Merton one-factor model
Oct 19, 2020
answer
0
PD calibration using Bayes formula
Jan 31, 2021

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