Quantitative Finance
StudentT's user avatar
StudentT's user avatar
StudentT's user avatar
StudentT
  • Member for 9 years, 3 months
  • Last seen this week
Profile Activity
Stats
306
reputation
15k
reached
4
answers
1
question
Communities
About

Quant Credit Portfolio Manager with 9yrs Experience in Equity and Credit Modelling

Badges
This user doesn’t have any gold badges yet.
1
silver badge
7
bronze badges
Top tags
View all tags
12
Score
4
Posts
80
Posts %
11
Score
2
Posts
40
Posts %
9
Score
1
Posts
20
Posts %
9
Score
1
Posts
20
Posts %
3
Score
1
Posts
20
Posts %
3
Score
1
Posts
20
Posts %
Top posts
All Questions Answers
Score Newest
answer
9
Documentation of the ISDA CDS standard model
Jun 10, 2014
question
5
PDF Calculation by Fourier Inversion of Characteristic Function for Affine Intensity Process in Matlab
Jun 10, 2014
answer
3
How is the default probability implied from market implied CDS spreads for CVA/DVA calculation?
Jun 18, 2014
answer
2
CDS Spreads and Equity Volatility
Jun 17, 2014
answer
0
PDF Calculation by Fourier Inversion of Characteristic Function for Affine Intensity Process in Matlab
Jun 17, 2014

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.