Quantitative Finance
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sw89

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

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  • Member for 5 years, 1 month
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2 USD-Federal Funds for OIS swaps vs USD-Federal Funds for Basis swaps Mar 1 '17
2 Why is the SOFR par coupon rate trading higher than Fed funds? Jul 26 '18
1 How is the Jump-to-default for CDS modeled in clearing houses? Nov 27 '19
0 ISDA SIMM swap sensitivities Jul 11 '19
0 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? Mar 3 '16
0 Single currency basis swap Risk sensitivity Nov 22 '16

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