Quantitative Finance
BEQuant's user avatar
BEQuant's user avatar
BEQuant's user avatar
BEQuant
  • Member for 2 years, 4 months
  • Last seen more than a month ago
Profile Activity
Stats
428
reputation
2k
reached
4
answers
2
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
8
bronze badges
Top tags
View all tags
9
Score
3
Posts
50
Posts %
7
Score
2
Posts
33
Posts %
7
Score
1
Posts
17
Posts %
7
Score
1
Posts
17
Posts %
7
Score
1
Posts
17
Posts %
4
Score
1
Posts
17
Posts %
Top posts
All Questions Answers
Score Newest
question
7
Why is the LMM with mixture dynamics (Brigo & Mercurio) inconsistent for the pricing of exotics?
Jun 4, 2022
answer
7
Introductory material for getting started with local and stochastic volatility modelling
Jun 8, 2022
question
6
SABR-LMM: best way to perform a MC simulation
Feb 3, 2022
answer
4
finding Black Scholes implied volatility
Jun 9, 2022
answer
2
SABR LMM vs no-arbitrage term structure of SABR parameters
Jun 7, 2022
answer
2
Modelling the instantaneous funding spread as a log-normal process
Jun 7, 2022

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.