User Phil H - Quantitative Finance Stack Exchange

Phil H

Member for 12 years, 3 months
Last seen more than a week ago

linkedin.com/in/philiphoward
United Kingdom

97 Answers

Score Activity Newest

17 votes

What is the importance of alpha, beta, rho in the SABR volatility model?

answered May 17, 2018 at 12:45

9 votes

Accepted

Is this an inconsistency between Swap and LIBOR?

answered Apr 28, 2014 at 10:38

9 votes

Accepted

Interpolating FX forward points

answered Sep 5, 2012 at 8:29

9 votes

how to derive yield curve from interest rate swap?

answered Mar 1, 2013 at 10:37

8 votes

Accepted

Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates?

answered Oct 4, 2012 at 9:39

8 votes

Accepted

Why are multiple custom curves (swap) built for one desk?

answered May 23, 2014 at 10:43

8 votes

Blockchain real life applications

answered Sep 26, 2018 at 16:17

7 votes

Accepted

Computing FX forward delivery dates

answered Sep 6, 2012 at 8:11

7 votes

Accepted

Where do swap rates and/or long-term forward rates come from?

answered Oct 14, 2012 at 4:51

7 votes

Why shrink the covariance matrix?

answered Jun 5, 2014 at 16:14

5 votes

Accepted

Transaction Costs for Currency Pairs

answered Jul 7, 2014 at 9:02

5 votes

Accepted

what was the quant role in the 2008 crash?

answered Feb 25, 2014 at 16:46

5 votes

How do I eliminate developed currency funding cross rate risk in an EMFX position?

answered Aug 31, 2011 at 8:32

5 votes

Accepted

Why does rebalancing leveraged portfolios buy winners and sell losers?

answered May 14, 2018 at 13:38

4 votes

Accepted

Towards a standard day count convention in Finance, what the standard should be?

answered Jul 26, 2017 at 9:03

4 votes

FOREX: why does SPREAD peak at 22:00 gmt

answered Feb 28, 2018 at 13:44

4 votes

Why Central Bank carry out Qe when they can directly force banks to lower down the interest rate?

answered Dec 1, 2015 at 12:48

4 votes

Cross Currency Swap

answered May 10, 2016 at 19:06

4 votes

Different stocks with the same stock code

answered Jun 14, 2012 at 9:55

4 votes

Accepted

Major FX pairs - Pentahedron Data Structure

answered Oct 15, 2012 at 14:49

4 votes

How much does a Grid Computing software cost?

answered Jan 31, 2013 at 20:33

4 votes

Is there an Australian Interbank Rate?

answered Feb 18, 2013 at 12:28

4 votes

Accepted

What is the instantaneous FX rate and used for a FX Forward?

answered Oct 24, 2018 at 10:12

4 votes

Constructing an FX forward curve

answered Jul 2, 2019 at 12:08

4 votes

Why different compounding in interest rates

answered Sep 27, 2020 at 16:03

3 votes

Accepted

Which date SONIA rate to apply for today's date in an OIS swap

answered Apr 1, 2021 at 5:52

3 votes

Accepted

Running an autocorrelation with blanks?

answered Apr 1, 2021 at 6:02

3 votes

If 90% of retail traders lose money, doesn’t that mean price movements are not random?

answered May 30, 2021 at 19:31

3 votes

Accepted

Short rate models

answered Apr 8, 2019 at 11:22

3 votes

Accepted

Recommended Instruments (and sources) for Constructing Money Market Yield Curves

answered Aug 2, 2019 at 10:22

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