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Randor

Apparently, this user prefers to keep an air of mystery about them.

30
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  • Member for 3 years, 9 months
  • 44 profile views
  • Last seen 13 hours ago

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Top posts (47) All Questions Answers | Votes Newest

5 Why do we discount in ois and not treasuries May 11 '17
4 Clarify a derivation in Pat Hagan's Convexity Conundrums Nov 24 '15
3 Formula for forward price of bond Sep 9 '16
3 Mathematical equation relating $\frac{dV}{dS}$ to $\frac{dV}{dK}$ Jul 27 '17
2 What exotic options are exchange-traded? Aug 27 '15
2 What distribution to assume for interest rates? Aug 27 '15
2 Duration and DV01 vs coupon rate Feb 20 '17
2 Why repo goes negative for bonds trading special Mar 3 '17
2 duration of a cms swap Mar 8 '17
2 Is it possible to derive a reasonable USD yield curve using only publicly/freely available data sources? Oct 3 '15
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