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Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw
  • Member for 1 year, 7 months
  • Last seen more than a month ago
  • London, UK
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FO quant specialised in CVA, Capital and Rates.

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question
5
Feynman-Kac statement with no boundedness condition
May 14, 2023
question
2
Feynman-Kac for PIDEs: to jump or not to jump?
May 15, 2023
question
0
Power expectation involving a Poisson process
May 19
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172
Parameter "stratify" from method "train_test_split" (scikit Learn)
16
delta-hedging is failing
14
Which of the three options is the most valuable?
13
Why do we need to split market and default information into 2 separate filtrations?