Quantitative Finance
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emot
  • Member for 6 years, 10 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
answer
9
Why the 3M Zero Rate is not equal to the 3M Cash Rate? On Bloomberg yield curve bootstrapping
Jun 17, 2022
answer
7
How to compute $E[W(T)\exp(W(T)]$
Aug 14, 2021
answer
5
Information Coefficient (IC) Formulae Differences
Aug 16, 2021
question
5
pricing using dupire local volatility model
Nov 17, 2016
question
3
Estimating implied volatility of an index component with no vanilla options market
Nov 22, 2016
question
3
Should you hedge theta?
Jun 23, 2021
question
3
Should Cross-Currency Basis Swaps exchanging risk free rates trade flat?
Jan 12, 2022
answer
3
Difference of polynomial interpolation for volatility smile
Jul 27, 2021
answer
3
How to properly calculate the average across multiple correlations?
Aug 2, 2021
answer
3
Operating Leverage Interpretation
Aug 11, 2021

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