One good resource for commodity futures and option prices
Position Update
Mar 15
2010
2010
From today on I am working as a Freelancer.
Credit Metrics – Simple Case
Feb 19
2010
2010
If somebody would like to take a look at Credit Metrics Excel Sheet explained, here’s one :
http://www.bionicturtle.com/learn/article/creditmetrics_spreadsheet/
Gran Canaria Wallpapers
Jan 18
2010
2010
Risk Latte
Jan 13
2010
2010
Protected: Gran Canaria Photos
Jan 11
2010
2010
The book by Küchler and Sorensen is also available in Google Books. Strongly recommended!
current position
Oct 05
2009
2009
Since 01.10.2009 I work for 1plus i.
In my master thesis I described the application of classical Monte Carlo methods for the Heston Model. For the implementation one usually requires a very good Random Numbers Generator. Read the rest of this entry »
Protected: studio photos 2009
Sep 16
2009
2009
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