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Jun
3
accepted Discount Curve built-up
May
31
revised Vanna-Volga Adjustment
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May
31
asked Vanna-Volga Adjustment
Apr
23
asked How to calibrate volatility surface for Interest Rate Cap&Floor pricing
Apr
23
comment Discount Curve built-up
thanks for explanation. So if one opens bloomberg, which curve shall he choose for USD?
Apr
23
asked Discount Curve built-up
Apr
20
awarded  Notable Question
Mar
14
awarded  Inquisitive
Jan
9
awarded  Nice Question
Oct
30
awarded  Popular Question
Oct
17
awarded  Famous Question
Sep
26
asked how to determine the Cost of Fund (FTP rate) for Saving Account?
Sep
24
awarded  Autobiographer
Sep
21
comment Why is two-factor model so popular for bond futures?
I guess I got it. Thanks for sharing!
Sep
21
comment Why is two-factor model so popular for bond futures?
interesting ! Now I see it makes sense -- actually this is to model the credit spread, is it? The base interest rate curve is given.
Sep
19
comment Why is two-factor model so popular for bond futures?
Directly? I thought there shall always be something like LMM or HJM behind it. Mind to elaborate a bit ?
Sep
19
comment Why would there be a positive risk-free rate?
I don't understand your question -- why it cannot be allowed to be positive?
Sep
19
comment What is some prerequisite book that can help me to read “mathematical methods for financial markets”
Chapter 1 of the book actually listed the math prerequisite. If that's still deep, try Shreve's "Stochastic calculus for finance"
Sep
19
comment Why is “full” Yield Curve (term structure of interest rates) 3 component based?
the highest credit quality...
Sep
19
comment Why is two-factor model so popular for bond futures?
nice said. just curious, if not short-rate models, which ones are you using? LMM?