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RandyF's user avatar
RandyF's user avatar
RandyF
  • Member for 8 years, 5 months
  • Last seen more than 2 years ago
5 votes
Accepted

Why z-spread differs from CDS spread in 1 period example

4 votes
Accepted

Shorting an option every day vs shorting only at maturity

3 votes

Why not delta of Call option is stochastic or random variable?

3 votes

Is there any template of hull white one-factor calibration model?

3 votes

Construct option and stock portfolio

3 votes

Default Probability Implied in Bond Prices?

2 votes

When are factors returns in asset pricing and how do we construct them?

2 votes
Accepted

Calculating value of bond

2 votes

construct portfolio offering risk free profit

2 votes

A proof that the final payoff on a futures contract is twice that on a forward contract

1 vote

How many decimals of accuracy can I expect from FDM and MC (both valuation and risk)

1 vote

Monthly market value data of indices: where to get?

1 vote

Design models using adjusted or unadjusted stock prices (time series prediction)?

1 vote

if I had a 1M spread option. Would you say that was 1m notional (for IM purposes) or 1m pay + 1m rec i.e. 2m notional?

1 vote

Pricing a vanilla call option with a fixed dividend

1 vote
Accepted

Valuing corporate EUR loan of US entity? Which discount rate to use? US or EU?

1 vote

Interest rates, effect on call price

1 vote

Difference between tree and lattice approach

1 vote

Do correlated assets affect the price of a portfolio of derivatives?

1 vote

Simple simulation model of bond plus cash returns

0 votes

How to deal with negative ARCH terms?

0 votes

Strategy if dividend is lower than expected