All questions asked by AHAH

List all solved & unsolved questions asked by AHAH

Substitutes for beer... in beer cheese soup

1 Seasoned Advice Asked on 07/27/2021

beer cheese chicken soup spicy hot

Why is the Schöbel-Zhu model affine?

0 Quantitative Finance Asked on 12/19/2021

affine processes stochastic calculus stochastic processes stochastic volatility

Cross Currency Swap - is par basis supposed to change while OIS discounting rate is changing?

2 Quantitative Finance Asked on 12/17/2021

basis cross currency basis

Volatility differences

5 Quantitative Finance Asked on 12/17/2021

programming volatility

Extreme Value Theory in Risk Management

3 Quantitative Finance Asked on 12/14/2021

r reference request var

Why does a Bermudan option have a higher implied volatility than its European counterpart?

1 Quantitative Finance Asked on 12/14/2021

bermudan implied volatility option pricing

how to model the volatility of the currency exchange rate

1 Quantitative Finance Asked on 12/14/2021

currency exchange fx programming volatility

How to use autocorrelation plot to interpret time series data?

2 Quantitative Finance Asked on 12/14/2021

auto correlation stationarity statistical finance statistics time series

Exchange rate trend-stationarity

2 Quantitative Finance Asked on 12/14/2021

arima stationarity

Infinitesimal Generators and Expectation of First Hitting Time as Solution of Differential Equation

0 Quantitative Finance Asked on 12/14/2021

differential equations expected value local volatility option pricing stopping time

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