Quantitative Finance
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InnocentR
  • Member for 9 years, 10 months
  • Last seen more than 1 year ago
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All Questions Answers
Score Newest
question
11
Does numeraire have to be a tradable asset
Jun 3, 2018
question
7
Background required for the book by Brigo and Mercurio
Jan 28, 2014
question
7
Why is two-factor model so popular for bond futures?
Sep 16, 2014
question
4
Vasicek model: joint simulation with discount factor
Dec 17, 2018
question
4
QuantLib Python: caplet/swaption pricing under dual curve
Dec 8, 2019
question
3
Bond SDE under its own forward measure
Jul 8, 2018
question
3
Reproducing levels when PCA has been done on changes
Jun 11, 2015
question
3
Introduction to Multiple Curve construction
Aug 7, 2015
question
2
Is a bond expiring at $T$ clean or dirty price a martingale under the $T$-Forward measure?
Oct 21, 2015
question
2
Turn of the year
Dec 13, 2015
Top network posts
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108
Loadings vs eigenvectors in PCA: when to use one or another?
19
Third order term in Taylor Series
12
iPython with different env (using anaconda)
10
How to handle well meaning but immature colleague
9
Measure of curve smoothness

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