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user54908
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  • Member for 3 years, 7 months
  • Last seen more than 3 years ago
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question
9
Why were Laguerre polynomials a good choice of basis functions for American Monte Carlo?
Jun 10, 2021
question
4
Deriving the Heston-Hull-White PDE
Jul 14, 2021
question
3
How do you derive this Carr-Madan-like equation?
May 25, 2021
question
3
Justification for substituting "Itô differentials"
Apr 28, 2021
question
3
Non-constant Volatility of the Volatility in Stochastic Volatility Models
May 19, 2021
question
2
For what options does the "delta hedging rule" apply?
Apr 30, 2021
question
2
Sampling change in the driving brownian motion of a CIR process
Jul 2, 2021
question
1
Calculating the short rate from the discount curve
Jul 7, 2021
question
1
Hedging Options assuming a non-constant Yield Curve
May 18, 2021
question
1
What does it mean for a coupon bond to have "par value"?
May 19, 2021