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July 24th, 2015, 2:51 pm
Forum: General Forum
Topic: Arbitrage free OIS discounting swap valuations
Replies: 33
Views: 5264

### Arbitrage free OIS discounting swap valuations

<t>You can use OIS as discount as far as others have done and next you can think what you are doing. You call OIS rate as a discount factor. It is reasonable to ask yourself what is by definition risk free discount factor. If you open old books you will find out that risk free discount factor is ass...
July 24th, 2015, 1:14 am
Forum: Student Forum
Topic: Interest rate Models: P or Q?
Replies: 12
Views: 4692

### Interest rate Models: P or Q?

Yes.
July 23rd, 2015, 8:20 pm
Forum: General Forum
Topic: Arbitrage free OIS discounting swap valuations
Replies: 33
Views: 5264

### Arbitrage free OIS discounting swap valuations

<t>Formally discount notion comes with zero coupon risk free bond. There is no other different definition of discounting or discount factor. Its also represents time value of unit of a currency. In other words this is a way to invest say $q at t and receive$1 at a future moment T. Such discount rep...
July 23rd, 2015, 4:36 pm
Forum: Student Forum
Topic: Interest rate Models: P or Q?
Replies: 12
Views: 4692

### Interest rate Models: P or Q?

<t>The sense of what is correct or incorrect with P or Q one should look at math books. All stochastic processes are defined on original or initial probability space. BS pricing concept reveals that underlying of their call option is unobservable, untradable on the market heuristic stock having drif...
July 23rd, 2015, 3:20 pm
Forum: Student Forum
Topic: Books for systematically learning about the markets
Replies: 9
Views: 3238

### Books for systematically learning about the markets

<t>Is a Math/Stats literate individual it makes sense to start paper investing. Say imagine that you invest 100 in each of DJI, SSE, DAX also other names like gold, oil or something that you are interested. Right in excel each day what happen with value of your portfolio and what do you think is the...

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