Quantitative Finance
sw89
  • Member for 5 years, 8 months
Profile Activity
Stats
51
reputation
3k
reached
1
answers
5
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
This user doesn’t have any silver badges yet.
5
bronze badges
Top tags
View all tags
0
Score
3
Posts
50
Posts %
0
Score
3
Posts
50
Posts %
0
Score
2
Posts
33
Posts %
0
Score
2
Posts
33
Posts %
0
Score
1
Posts
17
Posts %
0
Score
1
Posts
17
Posts %
Top posts
All Questions Answers
Votes Newest
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

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.