Personal website of Aurélien Vermylen
on Wed, Mar 23, 2016 by Aurélien Vermylen · 4 min reading time
Recently, I’ve been working on the so-called “Nomura” method for proxy credit spreads (see this paper). The paper, published in February 2013, basically proposes to model a credit spread by a multiplication of different factors:
on Sun, Mar 20, 2016 by Aurélien Vermylen · 1 min reading time
I’ve been a mostly offline person up until now, having no LinkedIn and only a passive Facebook and Twitter. In many domains of my life, though, I’m experiencing a desire to share what I’m doing. This website will be designed for that.
on Sat, Feb 20, 2016 by Aurélien Vermylen · 1 min reading time
I’m trying to get tags to work with gohugo, the static website builder I’m using to build this website…