Serving the Quantitative Finance Community
Search found 3 matches
- March 29th, 2003, 11:20 pm
- Forum: Technical Forum
- Topic: Derman and Kani Implied Binomial Tree
- Replies: 8
- Views: 190223
Derman and Kani Implied Binomial Tree
Take a look at Espen Haug's recipes for option pricing formulas.
- March 29th, 2003, 11:15 pm
- Forum: Book And Research Paper Forum
- Topic: Nice & clear on line lecture notes for modeling credit risk
- Replies: 9
- Views: 190980
Nice & clear on line lecture notes for modeling credit risk
Duffie's note is quite useful. Thanks!
- July 18th, 2002, 8:02 pm
- Forum: Student Forum
- Topic: The Atiplano-Himalaya Structure
- Replies: 11
- Views: 191073
The Atiplano-Himalaya Structure
Just drop by the Deutsche bank quant team website http://www.dbquant.com and find that one of their workings is on this. Does anybody know about it? It seems like a new exotic structure.