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Apr
13
awarded  Custodian
Apr
13
reviewed Approve Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
Apr
3
answered Constant Maturity IV
Mar
5
comment Futures Contracts, Rollover, Offsets
The contracts settle in cash.
Feb
27
comment How is this financial product called?
@StatTistician That is a disclaimer put for retail, holding any leveraged product for long term is very risky, that doesn't mean you can't hold it.
Feb
25
comment Up and Down days in GBPUSD and a Filter
FX runs 24/7 depending on when you choose to start/end your days, your result will be completely different!
Feb
24
comment Options Data Sources
Is the US ticker ACWI close enough to what you're looking for?
Feb
22
comment How is this financial product called?
@StatTistician also redemption depends on credit worthiness of the issuer, you can find other such issuers.
Feb
22
comment How is this financial product called?
@StatTistician Virtually all structured products will include early redemption provisions by the issuer. You can buy/sell as much as you like as like as the notes aren't redeemed.
Feb
22
revised How is this financial product called?
added 36 characters in body
Feb
22
revised How is this financial product called?
added 44 characters in body
Feb
22
revised How is this financial product called?
added 90 characters in body
Feb
22
answered How is this financial product called?
Feb
22
comment How is this financial product called?
@StatTistician Writing an answer for you
Feb
22
comment How is this financial product called?
@StatTistician As for one an example in the wild, zertifikate.finanztreff.de/…
Feb
22
comment How is this financial product called?
@StatTistician this is the closet you will get for retail, certificats.commerzbank.ch/SiteContent/11/5/2/725/41/…
Feb
20
comment How is this financial product called?
These kind of structured products are quite common in Europe.
Jan
30
comment How does a Broker-Dealer lend shares to other Broker-Dealers?
@AlexC is there a repo market for this?
Jan
27
awarded  Popular Question
Jan
21
answered Constructing a minute-by-minute volatility curve