Hi
What kind of research and issues are of interest to CreditRisk Modeling?
I'm a Master student in Mathematical Economics and i'm trying to find a issue to my thesis that seems related to credit risk management.
Thanks.
Hi all,
We can consider that jumps models are more performance than Black Scholes model in option pricing?
What are the cases where the use of jump model is better than BS model?
Thanks.
Hello everyone!
what are Levy processes? what are jump models?
How can find that the Levy processes are better than the Black-Scholes model in financial modeling?
Thank you.
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.