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a term used in economics to refer to empirical findings that are so consistent (for example, across a wide range of instruments, markets and time periods) that they are accepted as …
Numerical computations widely used in quantitative finance can be harassing for standard servers and CPUs. Hence it is natural to consider to use dedicated hardware. The names that come often that for…
The Secured Overnight Financing Rate and the transition from Libor to SOFR.
Questions about OptionMetrics data, structure, coverage and calculations.
The rate of interest charged on short-term loans made between banks.