Curious Student
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3 answers
10 votes
7k views
2 bookmarks
Formula to price a CDS Index Option?
2 answers
6 votes
15k views
6 bookmarks
How to interpret the 'price' of a CDS?
1 answers
4 votes
247 views
How to quantify how many ECB hikes are priced in?
2 answers
3 votes
650 views
2 bookmarks
The Dog That Did Not Bark?
2 answers
3 votes
6k views
2 bookmarks
How to calculate the daily carry on a bond future?
2 answers
2 votes
752 views
1 bookmarks
How was money made from bond yield convergence?
1 answers
1 votes
531 views
1 bookmarks
Is it possible to calculate implied probability of >=X% return based on implied volatilities from options
1 answers
1 votes
133 views
1 bookmarks
Why is there no carry if interest rates follow projected forward rates?
2 answers
1 votes
101 views
Unemployment data and bond futures
2 answers
0 votes
544 views
How to Calculate (month by month) what hikes are priced into OIS?
2 answers
0 votes
216 views
1 bookmarks
Asset Pricing: What happens to the Risk-Free rate and the Equity Premium?
1 answers
0 votes
101 views
Mathematically: How does increasing the number of assets reduce idiosyncratic risk?