Quantitative Finance
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ladz

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 9 years, 9 months
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  • Last seen Nov 11 '20 at 12:15

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12 Why do some people claim the delta of an ATM call option is 0.5? Jun 21 '12
7 Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would? Jul 4 '12
7 Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling? May 26 '11

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