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Search found 2 matches
by
pompeida9
October 8th, 2021, 12:49 pm
Forum:
Trading Forum
Topic:
Rates Curve Construction from Eq Options
Replies:
1
Views:
6675
Rates Curve Construction from Eq Options
hi, I try to back out the implied rates curve out of US options. by doing this I see premium over Libor rates in the US. I am using non-div underlyings and repo market is not explaining the difference.
What do I miss out? Thanks
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by
pompeida9
August 18th, 2020, 6:59 am
Forum:
General Forum
Topic:
Equity correlation skew
Replies:
2
Views:
2915
Re: Equity correlation skew
Interested in this one as well. Any views?
Thanks
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