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BCLC
  • Member for 10 years, 1 month
  • Last seen more than a week ago
  • Los Angeles, CA
1 vote
1 answer
1k views

Getting Parameter of Translated Gamma Distribution from Monte Carlo

1 vote
1 answer
94 views

Compute moments of aggregate loss using Monte Carlo

3 votes
1 answer
1k views

Get distribution for aggregate loss using Monte Carlo

2 votes
2 answers
821 views

Using Financial Ratios to get credit rating or PD

5 votes
4 answers
4k views

Credit Rating or Probability of Default from Financial Ratios

3 votes
2 answers
549 views

Deriving credit spreads or migration matrices from prob of default

4 votes
3 answers
2k views

Determine $E[W_p W_q W_r]$

2 votes
2 answers
233 views

Pricing Principle 1

1 vote
1 answer
584 views

Prove that the binomial algorithm implies the arbitrage free price at t=0 of a T-claim

4 votes
2 answers
511 views

Inconsistent Definition of Arbitrage in Bjork?

4 votes
2 answers
874 views

Which is the correct definition of arbitrage?

1 vote
1 answer
434 views

Arbitrage Strategy Proof in Bjork

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