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bio website Nonewhatsoever
location London, United Kingdom
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visits member for 1 year, 7 months
seen 33 mins ago

Merge keep


Nov
1
wiki created pairs-trading excerpt
Nov
1
suggested suggested edit on pairs-trading tag wiki
Nov
1
suggested suggested edit on pairs-trading tag wiki excerpt
Nov
1
comment What is “Flow Interest Rates”?
It probably had a different meaning at that time, and with the surge in exotics, they had to differentiate both streams.
Nov
1
revised Relationship in Order Book between S&P500 and S&P500 Futures Contracts
added 173 characters in body
Nov
1
comment Relationship in Order Book between S&P500 and S&P500 Futures Contracts
@jessica: I think the explanation is that you can make a forward by buying the spot and borrowing the money necessary to buy it until future delivery. Therefore if it deviates from this implied price, people will just try to take advantage of this relationship and this is what keeps the price in line.
Oct
31
answered From Fourier Transforms to Option Values
Oct
31
revised Relationship in Order Book between S&P500 and S&P500 Futures Contracts
edited body; added 58 characters in body
Oct
31
answered Relationship in Order Book between S&P500 and S&P500 Futures Contracts
Oct
31
answered Greeks of self-financing portfolio
Oct
31
revised Difference between Ibovespa full and mini futures contract
added 23 characters in body
Oct
31
revised Difference between Ibovespa full and mini futures contract
added the name of the contract
Oct
31
revised Difference between Ibovespa full and mini futures contract
added 23 characters in body
Oct
31
comment Difference between Ibovespa full and mini futures contract
@Randomblue: I am not sure what you mean, the values from the table (0.2 and 1) are the 'value of each point' in your formula. This is what is changing between the contracts.
Oct
31
suggested suggested edit on Difference between Ibovespa full and mini futures contract
Oct
31
answered Difference between Ibovespa full and mini futures contract
Sep
13
asked Are there any other standard rates term structure decomposition than PCA?
Sep
6
awarded  Yearling
May
15
comment What are the best Journals & Conferences in Quantitative Finance?
In conferences, you can add 'Global Derivatives'.
Apr
16
revised Best tool to generate cashflow diagrams
added 45 characters in body