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Topics
10867 topics
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Returns and volatility of spread portfolio (pairs trade)Posted by mathdude2018, May 18th, 2020, 3:35 pm1 Replies 281 Views281 Views 1
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396 Views 1
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Why do bond investor use par-par asset swap ?Posted by Padaiu, April 22nd, 2020, 1:32 pm3 Replies 532 Views532 Views 3
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How to select the IR curve to discount cash flows?Posted by Hymn, April 15th, 2020, 2:34 pm5 Replies 781 Views781 Views 5
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Delta contribution to an options premium in terms of BSMPosted by barefootpilgrim89, April 12th, 2020, 9:22 am14 Replies 1156 Views1156 Views 14
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"Inside Lehman Brothers: The Whistleblowers" on BBCPosted by katastrofa, May 2nd, 2020, 2:02 pm5 Replies 513 Views513 Views 5
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Proof for square-root-of-time rulePosted by mathdude2018, February 19th, 2020, 11:17 pm4 Replies 1678 Views1678 Views 4
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Is it not necessary to use any risk premium when valuing a stock option?Posted by barefootpilgrim89, April 7th, 2020, 10:55 am0 Replies 505 Views505 Views 0
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How could we use 5 year Tips minus 2 Year Tips to get insight of Inflation Expection?Posted by anjoazul, April 4th, 2020, 7:52 pm0 Replies 557 Views557 Views 0
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1895 Views 2
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Creating volatility term structurePosted by mathdude2018, February 19th, 2020, 11:04 pm2 Replies 1433 Views1433 Views 2
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Implied/Realised Volatility Ratio for Negative Rates?Posted by oronimbus, January 27th, 2020, 8:19 pm11 Replies 2128 Views2128 Views 11
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Code for closed form solution for max(S1-S2-K, 0)Posted by mathdude2018, February 11th, 2020, 9:28 am5 Replies 1612 Views1612 Views 5
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Is it Fair for ML to judge us all?Posted by SWilson, January 26th, 2020, 5:47 am2 Replies 1547 Views1547 Views 2
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Why is there prepayment risk for a TBA?Posted by CaffeineLover, December 13th, 2019, 8:54 pm1 Replies 1772 Views1772 Views 1
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Local risk minimization and BSDE.Posted by Pierf, December 14th, 2019, 9:27 am1 Replies 1689 Views1689 Views 1
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