Quantitative Finance
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crunch
  • Member for 9 years, 10 months
  • Last seen more than 4 years ago
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View all questions and answers
All Questions Answers
Score Newest
question
8
Callable bonds with very short call period. Purpose?
Aug 17, 2017
answer
6
Is implied volatility flawed?
Apr 23, 2015
answer
5
Is the Implied Volatility Curve different under the Black-Scholes and Bachelier models?
Feb 24, 2017
answer
4
What does it mean by autocorrelation coefficient near 1?
Mar 19, 2014
question
4
Simulating the short rate in the Hull-White model
Feb 9, 2014
question
3
Estimating mean reversion
Feb 10, 2015
answer
2
Bootstrapping zero-rates from AUD swap rates
Feb 16, 2015
answer
2
at c(x)% "where x is a numerical figure", what does that c mean?
Feb 17, 2015
answer
2
What is the yield on an infinitely lived ZCB?
Feb 26, 2015
answer
1
Interpolating spot rates given intermittent coupon-bond prices.
Feb 17, 2014
Top network posts
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16
Do all Canon DSLRs have in-body AF motors?
11
Why do some Lightroom keywords have an asterisk?
10
Canon 70D Viewfinder info battery logo dead pixel?
9
Canon 50mm f/1.8 STM vs Canon 50mm f/1.8 II?
7
VBA: Conditional compilation with implements keyword

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