SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by mesk
February 9th, 2018, 12:05 pm
Forum: The Quantitative Finance FAQs Project
Topic: Calculation of fed hike/cut probabilities
Replies: 0
Views: 10549

Calculation of fed hike/cut probabilities

How do I calculate the probability of Fed cutting the rate using both Fed Fund Futures and OIS rates? I have attached the Fed hike probabilities quoted on Bloomberg on the 24 th of January 2018. The second column shows hike probability, while the third and fourth shows cut probability and probabilit...
by mesk
February 9th, 2018, 11:52 am
Forum: The Quantitative Finance FAQs Project
Topic: What are the most important unsolved problems in finance today?
Replies: 41
Views: 239002

Re: What are the most important unsolved problems in finance today?

A consistent method for cross currency swap pricing.
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