User Lliane

3 votes

Leveraged ETF pair trade, where's the gamma/convexity?

answered Sep 4, 2020 at 0:14

1 vote

Is end of month fx rate or monthly average preferable for royalty contract

answered Aug 28, 2020 at 7:12

2 votes

vix-like index for mid caps

answered Jun 9, 2020 at 0:55

2 votes

How does Theta benefit sellers of debit spreads?

answered May 19, 2020 at 10:36

2 votes

Accepted

After you exercise a call option to buy at $90, how can you have another 30 seconds to buy at \$89.95?

answered May 19, 2020 at 7:32

2 votes

Accepted

Can the total market cap of a country increase beyond its total wealth?

answered May 2, 2020 at 4:05

4 votes

Closing prices are predicted very well but returns are predicted poorly

answered Apr 20, 2020 at 1:41

1 vote

Accepted

How to calculate the Fx Forward Points for 3M

answered Apr 17, 2020 at 7:23

3 votes

Accepted

Most profitable PUT strike price in these times of high volatility?

answered Apr 14, 2020 at 9:25

3 votes

Accepted

How am I buying at the bid?

answered Apr 9, 2020 at 7:26

1 vote

Accepted

Newly issued convertible bond conversion price typically higher or lower than current stock price?

answered Apr 9, 2020 at 7:15

5 votes

Accepted

Why is the treasury yield on Yahoo finance different from that on U.S. Department of Treasury?

answered Apr 1, 2020 at 7:42

3 votes

A PARADOX? - relationship between risk reversal (slope of vol smile) and digital price

answered Mar 26, 2020 at 1:35

1 vote

Alternative strategies for hedging customer FX positions in spot market

answered Mar 13, 2020 at 8:51

3 votes

Accepted

Once the client buys a structured product, what does the trader do?

answered Mar 13, 2020 at 7:46

0 votes

Discount margin on FRN - widening but bond price increasing?

answered Feb 17, 2020 at 11:08

3 votes

Why aren't ETNs always listed with an inverse ETN?

answered Feb 17, 2020 at 8:20

0 votes

Accepted

Transaction costs in option market

answered May 20, 2019 at 9:25

3 votes

Accepted

Why use par-value weighted average when valuing portfolio of bonds?

answered Feb 14, 2019 at 6:20

2 votes

Trading against a loser flow

answered Jan 25, 2019 at 3:49

5 votes

Accepted

Properties of an iTraxx index

answered Dec 20, 2018 at 6:41

2 votes

How to match future price from the market with the one computed with a model?

answered Dec 20, 2018 at 6:28

0 votes

How to compute gamma for at-the-money regular calls and puts when they approach expiration to avoid explosion of portfolio's gamma?

answered Dec 20, 2018 at 6:16

1 vote

Accepted

Value at Risk Calculation

answered Dec 20, 2018 at 6:09

1 vote

VXX Put pricing

answered Dec 17, 2018 at 8:42

2 votes

"J" message type in Nasdaq ITCH Totalview sample file

answered Dec 12, 2018 at 3:58

4 votes

Accepted

Basic questions on options, implied volatility and SPY

answered Dec 11, 2018 at 8:06

3 votes

Why rise in repo rates leads to increase in forward bond prices?

answered Dec 11, 2018 at 2:16

1 vote

How do swap dealers make money from trading cancellable swap?

answered Dec 10, 2018 at 2:24

1 vote

Why do most interest rate formulas, and indeed finance in general, add 1 to a rate and then subtract afterwards?

answered Dec 6, 2018 at 6:52

Stack Exchange Network

77 Answers

Leveraged ETF pair trade, where's the gamma/convexity?

Is end of month fx rate or monthly average preferable for royalty contract

vix-like index for mid caps

How does Theta benefit sellers of debit spreads?

After you exercise a call option to buy at $90, how can you have another 30 seconds to buy at \$89.95?

Can the total market cap of a country increase beyond its total wealth?

Closing prices are predicted very well but returns are predicted poorly

How to calculate the Fx Forward Points for 3M

Most profitable PUT strike price in these times of high volatility?

How am I buying at the bid?

Newly issued convertible bond conversion price typically higher or lower than current stock price?

Why is the treasury yield on Yahoo finance different from that on U.S. Department of Treasury?

A PARADOX? - relationship between risk reversal (slope of vol smile) and digital price

Alternative strategies for hedging customer FX positions in spot market

Once the client buys a structured product, what does the trader do?

Discount margin on FRN - widening but bond price increasing?

Why aren't ETNs always listed with an inverse ETN?

Transaction costs in option market

Why use par-value weighted average when valuing portfolio of bonds?

Trading against a loser flow

Properties of an iTraxx index

How to match future price from the market with the one computed with a model?

How to compute gamma for at-the-money regular calls and puts when they approach expiration to avoid explosion of portfolio's gamma?

Value at Risk Calculation

VXX Put pricing

"J" message type in Nasdaq ITCH Totalview sample file

Basic questions on options, implied volatility and SPY

Why rise in repo rates leads to increase in forward bond prices?

How do swap dealers make money from trading cancellable swap?

Why do most interest rate formulas, and indeed finance in general, add 1 to a rate and then subtract afterwards?