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Jared
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5 Answers

Score Activity Newest
2 votes

How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?

interest-rates futures yield-futures
answered Dec 22, 2016 at 0:19
2 votes

Nature of short VIX strategies

volatility implied-volatility futures forward vix
answered Feb 27, 2018 at 21:24
1 vote
Accepted

Manipulation of VIX

options volatility futures vix
answered Feb 27, 2018 at 21:39
1 vote
Accepted

Marking implied vol surface daily with sticky strike and sticky delta

implied-volatility local-volatility volatility-smile
answered Mar 16, 2018 at 18:43
1 vote
Accepted

Correct Discount Curve for Exchange Traded (Centrally Cleared) Products

equities credit discounting discount-factor-curve equity-curve
answered Sep 1, 2019 at 15:54
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