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Feb
10
comment Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
I am sorry, yes you are right. I was processing two different things together. I meant RHS will be less than 1, in the context of this question where the coupon is LIBOR-x%. Thanks a lot, it answers all the question in my mind.
Feb
9
accepted Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
Feb
9
comment Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
Ah okay. I get it now. So the floating leg will be a hypothetical bond with coupon rate as "LIBOR +spread" discounted at LIBOR ? If that is so, then the RHS will be less than 1.
Feb
9
comment Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
Can you guide me to any derivation of NPV at origination of the floating leg? I think that will clarify in my mind a lot of the questions I have.
Feb
8
awarded  Editor
Feb
8
revised Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
converted to Latex
Feb
8
asked Is the value of fixed swap leg independent of X, where the Floating Rate is say, LIBOR minus X%?
Sep
2
awarded  Notable Question
Mar
8
awarded  Popular Question
Aug
1
accepted How can I learn about the quantitative aspects of market making in illiquid single stock options?
Aug
1
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
@sheegaon : hehe duh,it was asinine of me to not understand it. I have come across this kind of usage before. But it just took a lot of time to really make out whats happening. I am a total noob in options(deriving bs doesnt mean I know options trading), so for a total noob like me, everything makes sense :D That being said, I am reading up Sinclair, and its a good start I must say
Jul
28
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
@sheegaon Worse than Bossu's papers? I am not sure, I get it
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
I ticked your answer, purely because the link directly gave me an idea into what I am looking at.@SheGaon reco will take me to the next level for sure
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
What a sexy document! I actually understood most of it, on the first read :) (plus nice advice, especially about the sheep part) Now I am not sure, whose answer to tick? :)
Jul
27
awarded  Scholar
Jul
27
awarded  Supporter
Jul
27
comment How can I learn about the quantitative aspects of market making in illiquid single stock options?
Purely because of the detail of the answer ,I would love to give more "ups" to you. technically, I have been trading quantitatively in "linear" assets- like stocks,indices, currencies etc, using quantitative strategies. Options I must say, is something I couldnt really get a handle on. So yes, I am very naive in Option Mathematics (I do know BS derivation, but nothing beyond that), and ignorant and illiterate in option trading.@Sheegaon many thanks for giving me some good pointers.
Jul
26
awarded  Student
Jul
26
asked How can I learn about the quantitative aspects of market making in illiquid single stock options?