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Cristina


Università di Roma Tor Vergata

Active since 2014

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i'm a Master of Science Student in Quantitative Finance

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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...

9 years ago | 1 answer | 0

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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...

9 years ago | 0 answers | 0

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