Hi, What are the industry standard software for derivative accounting for a relatively small setup with less exotic more vanilla stuff - fixed income, equities, FX

What is the difference between a swap rate and a zero-swap rate/yield. Is the latter that derived from the zero interest rates.

Y = exp( Z(s) + Z(t) + Z(u) )0 < s < t < uZ ~ Standard Brownian MotionE[Y] = ?

What will be the trader looking to gain from if he is short an ATM straddle with 3 months expiry and long an ATM straddle with 6 months expiry.

Can someone explain how these are equivalent.= min (a, max(b, 0.9 * J) )= b + 0.9 [ max(J – b / 0.9, 0) – max(J – a / 0.9, 0) ]

Where can I find the paper

When pricing vanilla Interest rate derivatives the stochastic nature of the discount rate is not taken into account as the expected future rate for an interest rate is taken to be its forward value. Can some one explain why is it so.

<t>Hi all,I read some where long on CDS of a single name credit and short on a mezzanine tranche is termed as being long on correlation.Also, correlation is negatively correlated with the premium of an equity tranche if overall expectation of default remains the same.Then going long on equity tranch...

<t>Hi all,I read some where long on CDS of a single name credit and short on a mezzanine tranche is termed as being long on correlation.Also, correlation is negatively correlated with the premium of an equity tranche if overall expectation of default remains the same.Then going long on equity tranch...

<t>What I will look as an investor is transparency. I need to know atleast the basics of your strategy. If you are promising 2000% return you are expecting to capture majority of trends in the market. This makes me curious about that approach of yours. As to what that is that makes it so efficient. ...

what happened to Numa.com for a few days.