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Feb
24
revised What is the difference between a book value and a market value?
added 7 characters in body
Oct
31
revised Factoring risk premium in to Forward Rate calculation
edited tags; edited title
Oct
9
revised Bond Interest Rate Swap Growth Rate
added 1303 characters in body
Aug
1
revised Comparison of multicurve calibration methods
deleted 1 character in body
Apr
10
revised how to derive yield curve from interest rate swap?
added 1 characters in body
Feb
13
revised Reasoning for Bloomberg's short rate volatilty calculation
added 619 characters in body
Aug
5
revised Modified Duration of Overnight Index Swaps
added 17 characters in body
Jul
19
revised 30360 Daycount Count Convention to find NPV for Bonds
added 27 characters in body
Jul
18
revised Convexity adjustment
Making a question a question
Mar
1
revised How to hedge the fixed leg of a swap contract?
added 644 characters in body
Feb
22
revised Is there an Australian Interbank Rate?
added 299 characters in body
Feb
19
revised Is there an Australian Interbank Rate?
added 881 characters in body
Feb
18
revised Is there an Australian Interbank Rate?
added 78 characters in body
Feb
1
revised How much does a Grid Computing software cost?
added 32 characters in body
Feb
1
revised What do these maturity codes mean?
deleted 146 characters in body
Jan
31
revised What do these maturity codes mean?
added 61 characters in body
Sep
6
revised Could banks move to continuous (rather than overnight) funding?
added 679 characters in body
Sep
5
revised Interpolating FX forward points
deleted 3 characters in body
Nov
26
revised Is the risk-free rate really limited by inflation?
added 261 characters in body
Sep
2
revised Could banks move to continuous (rather than overnight) funding?
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