Quantitative Finance
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dm63
  • Member for 8 years
  • Last seen this week
  • NY, United States
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Sell side derivatives trading manager

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All Questions Answers
Score Newest
answer
13
Skew and shadow delta
Feb 19, 2017
answer
11
Callable bonds with very short call period. Purpose?
Aug 18, 2017
answer
11
volatility of a mid curve option
Aug 22, 2016
answer
10
SOFR Discount Curve Construction in Nov 2021
Nov 18, 2021
answer
9
What is the industry standard pricing model for CME-traded Eurodollar future (American) options?
Feb 22, 2019
answer
9
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?
Dec 18, 2016
answer
9
Carry calculation on an interest rate swap
Aug 27, 2017
answer
8
This Structured Product Seems Too Good
Mar 7
answer
7
What's the point of stochastic volatiliy models if you can use local volatility?
Jun 29, 2019
answer
7
Intuition for Stock Price Numeraire Drift
Jan 4, 2020
Top network posts
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8
I’ve observed an interesting pattern where the last digit of the repeating decimal sequence of 1 / prime
7
Can the U.S. government suspend the trading of a stock at any time?
6
Staff icebreaker - is stasis ever attained?
5
Credit risk of interest rate on excess reserves vs fed funds rate?

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