Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo
  • Member for 9 years, 2 months
  • Last seen more than a week ago
  • Sydney, New South Wales, Australia
9 votes
2 answers
4k views

How to calculate the CVA of a forward contract?

6 votes
2 answers
7k views

How is the Chooser Option's value computed in this example?

4 votes
2 answers
9k views

Proof of Hamada's Formula (Relationship between levered and unlevered beta)

3 votes
1 answer
4k views

Liquidity Traders

2 votes
2 answers
19k views

The Difference between Notional and Par Value of a Bond

2 votes
2 answers
1k views

The Distribution of Future Stock Price

2 votes
1 answer
590 views

Black Scholes Model and Dividends

2 votes
1 answer
965 views

How to create a synthetic put?

1 vote
2 answers
198 views

Put Volatility Smiles and Implied Volatility

1 vote
1 answer
1k views

Excel Add-In Volatility Interpolation I am trying to Understand

1 vote
0 answers
46 views

Determining the Relationship Between Monte Carlo Breaks and Model Volatility

1 vote
2 answers
3k views

Difference between 1-month and 3-month SOFR, and the relationship between them

1 vote
1 answer
162 views

Calculating Fees (Kane, Marcus, and Trippi)

1 vote
2 answers
4k views

Confidence Intervals of Stock Following a Geometric Brownian Motion

1 vote
1 answer
142 views

Clarification of The Market Portfolio

0 votes
1 answer
103 views

Calculating VaR of an Incomplete Distribution

0 votes
0 answers
69 views

Understanding risk-free discounting with fractional powers

0 votes
1 answer
135 views

Calculating "Market Index Dividend Yield" of the ASX

-1 votes
1 answer
86 views

Given a particular Monte-Carlo simulation, how will a different correlated value change