Quantitative Finance
Dennis's user avatar
Dennis's user avatar
Dennis's user avatar
Dennis
  • Member for 10 years, 3 months
  • Last seen more than 1 year ago
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14
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29
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29
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3
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21
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3
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21
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14
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All Questions Answers
Score Newest
question
9
How is the default probability implied from market implied CDS spreads for CVA/DVA calculation?
Dec 9, 2013
question
6
Consequence of negative mean reversion of hull white one factor model
Feb 24, 2016
question
4
A question about pricing convertible bond with two different underlying assets
Apr 24, 2014
question
3
Is there any template of hull white one-factor calibration model?
Feb 19, 2016
question
3
How to determine risk-free rate of Ecuador?
Dec 19, 2013
question
3
How is the redemption right on delisting of underlying shares held by holder in the convertible bond valued?
Dec 31, 2013
question
3
Question about the rationale of applying certain recovery rate by ISDA
Oct 3, 2013
question
2
What is the difference between the methods (listed in content) in pricing convertible bond?
Aug 18, 2013
question
2
Obtaining the default probability and recovery rate for each credit rating?
Oct 7, 2013
question
2
How can dividend protection be considered in the binomial model in pricing the convertible bond?
Mar 19, 2014

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