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2 answers
101 views

Expected slippage based on % of average daily trading volume

1 vote
1 answer
572 views

Modelling Bank deposit with replicating portfolio

1 vote
1 answer
391 views

Options delta as a percentage of option price

1 vote
1 answer
105 views

Compounding vs Annualizing Returns in a Portfolio Optimization Context

2 votes
1 answer
1k views

Delta hedge swaption straddle

3 votes
1 answer
295 views

Proof that Sharpe ratio of the benchmark is related to the maximal information ratio and Sharpe ratio

0 votes
0 answers
17 views

Pricing a Zero Coupon Bond with Recovery

0 votes
1 answer
247 views

Commodities forward curve

0 votes
1 answer
70 views

Trading term structure of skew

2 votes
1 answer
652 views

How is this greek calculation meaningful?

0 votes
1 answer
63 views

YYIIS Inflation swap chapter 16 of Brigo's text

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40 views

simulation of stock prices paths

5 votes
3 answers
3k views

Bloomberg Ticker mapping with Reuters RIC

2 votes
2 answers
76 views

Is there a name a CCIRS structure where the notional amount changes halfway through the accrual period?

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