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by sv79
November 20th, 2014, 5:36 pm
Forum: General Forum
Topic: anyone still on Libor discounting ?
Replies: 5
Views: 4555

anyone still on Libor discounting ?

Yes, very much so. Many banks, even big ones, still use Libor discounting in some areas, including pricing in some less developed markets
by sv79
December 13th, 2013, 7:25 am
Forum: Book And Research Paper Forum
Topic: ereader
Replies: 5
Views: 7017

ereader

I've had a look at this Tap 11 0 it's a tablet, not an e-ink reader. So just like iPad. How is it different then?No, flipping pages is just the same as on any other "touchable" reader i have seen. What do you mean exactly?The best note-taking app out there is Evernote
by sv79
December 12th, 2013, 10:08 am
Forum: Book And Research Paper Forum
Topic: ereader
Replies: 5
Views: 7017

ereader

iPad. May want to follow links / email quotes / google some details... so basically real internet connectivity. Plus colour, which is good for graphs etc
by sv79
December 11th, 2013, 9:34 am
Forum: Student Forum
Topic: Questions: Options/Swaps/CSA
Replies: 6
Views: 6639

Questions: Options/Swaps/CSA

<t>well, par is where the current market mid price is, isn't it? Bootsrapping is obviously affected, because in pre-CSA world you only had one market mid price for a 3Y swap. Now when your broker tells you 3Y swap is 35/37 you have to clarify what discounting is assumed in those prices, as for diffe...
by sv79
December 10th, 2013, 10:27 am
Forum: Student Forum
Topic: Questions: Options/Swaps/CSA
Replies: 6
Views: 6639

Questions: Options/Swaps/CSA

<t>2. There are two implications really. First, when trading you need to know what will be the actual discounting on the trade, and depending on particular CSA terms, you have slightly different mid prices. Second, even if you account for this little difference, and correctly hedge the trade against...