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Forgot Password or Username? Deviant for 6 Years. This is the place where you can personalize your profile! By moving, adding and personalizing widgets.
Pourtant on a plein de choses à raconter. Olivier is busy working on his thesis by conducting an employee survey for the Customer Financial Services department in Richmond, BC.
Tips, tricks and not so well known features. Friday, April 13, 2012. Curve fitting with Hyman monotonicity preserved. In finance, a common problem is how to create sufficiently smooth curves for pricing, hedging and risk management. This is typically a problem when creating exact fit to interest rate curves. From the exact fit you often want smooth forward curves of different kinds. Having an extensive collection of interpolators certainly help. Thursday, October 6, 2011.