Quantitative Finance
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Phil H

Quantitative analyst and developer for front office linear instruments (we make the screens of numbers), primarily Money Markets and Foreign Exchange instruments.

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16 Could banks move to continuous (rather than overnight) funding? Sep 1 '11
13 Is the risk-free rate really limited by inflation? Sep 1 '11
11 What is the importance of alpha, beta, rho in the SABR volatility model? May 17 '18
8 Is this an inconsistency between Swap and LIBOR? Apr 28 '14
8 Why are multiple custom curves (swap) built for one desk? May 23 '14
8 how to derive yield curve from interest rate swap? Mar 1 '13
8 Blockchain real life applications Sep 26 '18
7 Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates? Oct 4 '12
7 Where do swap rates and/or long-term forward rates come from? Oct 14 '12
6 Interpolating FX forward points Sep 5 '12
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