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Dom
  • Member for 9 years, 8 months
  • Last seen more than a month ago
25 votes

Difference between OIS Rate and Fed Funds Rate

24 votes

Value of Call Option as Volatility goes to Infinity

12 votes

How to interpret the 'price' of a CDS?

10 votes

How do I use machine learning to build a credit scoring model?

10 votes
Accepted

Interest rate implied probability of default

9 votes

What is the purpose of short rate models?

7 votes
Accepted

How does longer time to maturity affect standard European call and put option values?

5 votes

Formula to price a CDS Index Option?

5 votes

Why can future forward interest rates be assumed to be lognormally distributed in the standard market model?

5 votes

Why is the duration of a bond important?

4 votes
Accepted

IR Swaps - Curve sensitivity at maturity node

4 votes

Is 3-month LIBOR quoted in annual terms?

4 votes
Accepted

Is there a mathematical relationship between the spread on a collection of individual assets and the spread of a portfolio?

3 votes

Calculating discountmargin using flat yield

3 votes

Which risk free rate is assumed by market when pricing american options?

3 votes

What is an appropriate hedge ratio for hedging a credit instrument with equity of the same issuer?

3 votes

How to price a bond without paper during interview?

3 votes
Accepted

Meaning/importance of "yields" (bonds)

3 votes
Accepted

how to calculate implied volatility

3 votes
Accepted

Market Value of a CDS

3 votes

Calculating the Discount Margin for a FRN

2 votes
Accepted

Why is the Black 76 model not considered an interest rate model?

2 votes

Derivative of Time Value of Money by time

2 votes
Accepted

Duration of portfolio equals to zero

2 votes

How to convert a Zero curve to a Discount Curve

2 votes

OIS rate to build Term structure

2 votes
Accepted

Asian option and option pricing

2 votes

rate of convergence for Monte Carlo

2 votes
Accepted

How to derive the relationship between log yield and log price?

2 votes

Are government bond yields usually expressed as yield to maturity (YTM) or annual yield?