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Marie. P.

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visits member for 1 year, 5 months
seen Jan 17 at 21:24
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165 reputation
bio website visits member for 1 year, 5 months
4 badges
location seen Jan 17 at 21:24
summary answers questions tags badges favorites bounties reputation activity

5 Questions

views newest activity votes
1
3
votes
3
answers
411
views

What are the limits of bond portfolio immunization against interest rate changes?

fixed-income interest-rates portfolio-management duration
jul 2 at 17:15 Quant Guy 7,531
1
3
votes
2
answers
332
views

price of a “Cash-or-nothing binary call option”

option-pricing black-scholes
2d ago William S. Wong 300
1
2
votes
2
answers
274
views

constructing a minimum variance portfolio

portfolio-management
oct 5 at 17:22 chrisaycock♦ 5,290
 
2
votes
1
answer
213
views

Calculate the “ten year zero rate” given two bonds with two prices

interest-rates yield-curve bond
sep 19 at 13:31 Louis Marascio 1,682
 
1
vote
1
answer
154
views

What are current interest rates on senior/junior/mezzanine loans for e.g. real estate developers?

interest-rates banks
dec 1 at 6:22 n.e.w 242
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