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Arrigo's user avatar
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Arrigo
  • Member for 10 years, 6 months
  • Last seen more than 2 years ago
  • Italy
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5
Libor Market Model: numeraire change
Dec 21, 2014
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5
Spot price and volatility has a correlation of -1, why?
Jul 21, 2015
answer
4
Pricing a bond contract from the yield curve
Sep 14, 2014
answer
3
Gamma is always positive on both put and call
Jan 5, 2015
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3
Why square root of volatility in Heston model?
Jul 17, 2015
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3
Implication of the Greeks under jump diffusion model
Nov 23, 2014
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2
Which risk free rate is assumed by market when pricing american options?
Dec 21, 2014
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2
Why is "full" Yield Curve (term structure of interest rates) 3 component based?
Sep 15, 2014
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2
Calibration of a GBM - what should dt be?
Oct 30, 2014
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1
Mean Variance Analysis: what does the solution of the following exercise tells me?
Nov 2, 2014
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How do I add Git version control (Bitbucket) to an existing source code folder?