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Andrew

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211 reputation
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visits member for 2 years, 1 month
seen Jul 7 '12 at 2:39
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211 reputation
 bio website visits member for 2 years, 1 month
14 badges
 location seen Jul 7 '12 at 2:39
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2 Questions

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8
 Vanna - any practical uses for risk or pnl attribution purposes?
4
 Is there any gamma in basis (i.e., floating for floating) interest rates swaps?

211 Reputation

+40 Vanna - any practical uses for risk or pnl attribution purposes?
+50 Financial Products Markup Language
+20 Is there any gamma in basis (i.e., floating for floating) interest rates swaps?

1 Answer

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5
 Financial Products Markup Language

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greeks × 2
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swaps
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interest-rates
0
gamma

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Quantitative Finance Stack Exchange Quantitative Finance 211 rep 14
Stack Overflow Stack Overflow 183 rep 6

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