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dm63
  • Member for 8 years, 10 months
  • Last seen this week
  • NY, United States
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Sell side derivatives trading manager

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15
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, 2023
answer
7
Bermudan Swaptions - Payer vs. Receiver (LGM)
May 7, 2021
answer
7
What's the point of stochastic volatiliy models if you can use local volatility?
Jun 29, 2019
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?
6
Credit risk of interest rate on excess reserves vs fed funds rate?