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Dom's user avatar
Dom
  • Member for 9 years, 6 months
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25 votes

Difference between OIS Rate and Fed Funds Rate

1 vote

Relation between one touch and binary option

23 votes

Value of Call Option as Volatility goes to Infinity

1 vote

For a Floating Rate note, is there a way to convert the Discount Margin into OAS or Price?

1 vote

Which Risk Free rate to use?

4 votes
Accepted

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

1 vote

Generating a PAR curve from Bond Price Inputs

2 votes

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

1 vote
Accepted

Risk free rate in black-scholes model

3 votes

Calculating discountmargin using flat yield

4 votes

Is 3-month LIBOR quoted in annual terms?

2 votes

OIS rate to build Term structure

9 votes

What is the purpose of short rate models?

3 votes
Accepted

Meaning/importance of "yields" (bonds)

5 votes

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

1 vote

Struggling with Modeling Convertible Bond using Python

1 vote

Day count methods and actual coupon payments

2 votes

How to convert a Zero curve to a Discount Curve

2 votes
Accepted

Duration of portfolio equals to zero

3 votes
Accepted

how to calculate implied volatility

7 votes
Accepted

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

3 votes

Calculating the Discount Margin for a FRN

2 votes

Derivative of Time Value of Money by time

3 votes
Accepted

Market Value of a CDS

0 votes
Accepted

How to Construct a Corporate Yield Curve

10 votes
Accepted

Interest rate implied probability of default

12 votes

How to interpret the 'price' of a CDS?

5 votes

Why is the duration of a bond important?

5 votes

Formula to price a CDS Index Option?

9 votes

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