Cristina
Università di Roma Tor Vergata
Followers: 0 Following: 0
Statistics
2 Questions
0 Answers
RANK
146,246
of 301,432
REPUTATION
0
CONTRIBUTIONS
2 Questions
0 Answers
ANSWER ACCEPTANCE
0.0%
VOTES RECEIVED
0
RANK
of 21,280
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 174,555
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
How can i generete a Path of Underlying in Option Call with Monte Carlo Simulation?
I have this tipe of element: Option Call S0=32 Strike=30 Maturity=4years r=0.05 sigma=0.03 I want to use a log-normal m...
11 years ago | 1 answer | 0
1
answerQuestion
I was trying to compute the MTM Value of a Swaps Portoflio but i receiving an error using the function hcomputeMTMValue, someone can help me? THANK YOU
>> values = hcomputeMTMValues(swaps,simulationDates,scenarios,Settle,Tenor); Attempt to reference field of non-structure arr...
11 years ago | 0 answers | 0
