Explore our sites
Quantitative Finance Meta
Is there any gamma in basis (i.e., floating for floating) interest rates swaps?
It is well known that vanilla fixed for floating swaps usually have a bit of gamma, but does a floating for floating (basis) swap have any? For the sake of simplicity, let's assume that both legs of ...
Aug 19 '11 at 14:57
newest greeks swaps questions feed
Hot Network Questions
Capping hit points in D&D possible without seriously breaking the game?
How long can you say "the late so and so"?
How can an extremely mathematically talented young person be helped to fulfill his/her potential?
Euclid's Algorithm (Greatest Common Divisor)
How to show some function is constant ??
How to plot contours in the faces of a cube
Strange default exponent positioning?
How is major software protected?
Why is "statistically significant" not enough?
Simply Connected domains.
Is it bad practice to use your real name online?
How drunk is too drunk?
What should I do to protect data when going across the US border with a computer?
When should I fudge dice rolls?
Drawing flow diagram in LaTeX using TikZ
Dealing with "too descriptive" in Dissertation Proposal Feedback
How can I create a local function in my bashrc?
resizebox doesn't resize a tabular vertically
C++11 move(x) actually means static_cast<X>(x)?
Simpler method to detect int overflow
Bounds on coefficients of factors of a multivariate polynomial
determine if computer is in use locally before accessing with remote desktop
Holiday contest ! : Drawing a picture of Krampus for Yule
A word meaning someone who can speak well to influence people
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Overflow
Stack Overflow Careers
site design / logo © 2013 stack exchange inc; user contributions licensed under