# All Questions

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49 views

### Price Alignment Interest(PAI) Convexity Effect

I've been looking at convexity adjustments in ED's for several years(more opportunities a few years ago then currently) and was wondering if my thinking on PAI impact on swaps convexity is correct. ...
30 views

### How do i calculate Monthly French Fama RMW and CMA?

i have tried to calaucte the values from daily -> weekly. I have cumulated all. First, i have dived all by 100, than (RMW1+1)*(rmw2+1).......)-1 but the results are not the same as in the values given ...
1k views

### Interview Question - Card betting

I had to answer questions for a job interview today and I got these questions. I had no idea how to answer them. There is a deck of 12 cards numbered 1 to 12. One card is pulled from the deck at ...
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### Average portfolio correlation vs. external metric

I am coming across a problem I can't seem to wrap my head around, and I am not sure I am using the right words so cannot find much info in it! I have a portfolio of assets, with data on historical ...
45 views

### Most efficient way to find Option IV using binomial/BS model

I have a python script set up to run a loop to plug in different values for IV into the binomial model to get an option price as close as possible to the market price. My issue is that at the moment ...
53 views

### Measuring corporate size relative to world GDP

I'm working o a model where corporate revenue / world GDP is a dependent variable of some stuff (based on the model proposed in this paper: http://www.scielo.br/scielo.php?pid=S1807-76922009000200002&...
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### cashflow for floorlet option on 1 month Libor under Vasicek

I have to figure out the cashflow for a floorlet option written on 1 month Libor under Vasicek model by considering yield curve power series expression and bond pricing equation: Has anyone an idea ...
53 views

### Cross Effect in OLS

I am using cross effect in OLS regression for a time series problem for a multivariate regression. I want to quote reference for use of cross effect. Secondly, I want to explain why better to use ...
119 views

### How to calculate the Metropolitan Transportation Authority of New York's market capitalization or fair market value? [closed]

ok, so I can't post more than 1 link since I'm a noobie noob, and in the course of correcting this, Stack managed to delete my post. so here's the more abbreviated, slightly irritated author version… ...