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Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti's user avatar
Oliver Mohr Bonometti
  • Member for 9 years
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5
Working with wide bid ask spreads in option pricing model
Feb 7, 2023
2
Workaround for Hull-White short rate model in market without swaptions
Sep 7, 2022
2
Initial values for Heston Model calibration
Jun 10, 2015
2
Use of cap volatilities
Feb 22, 2018
1
How to calculate credit spread from rating
Aug 16, 2017
1
Valuating Custom Amortization Schedule Libor IRS with QuantLib
May 20, 2020
1
Why do a callable bond always have higher yields?
Feb 22, 2021
1
Roll-adjustment definition for swaps schedule generation
Jun 28
1
Why fitting $\mathbb{Q}$ vs $\mathbb{P}$ measure Heston model if both fit to market
Mar 2, 2023
1
Get strikes from delta works with put but no with call function
Mar 16, 2023
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5
Can't fully remove xlwings addin from Excel