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CuriousMind's user avatar
CuriousMind's user avatar
CuriousMind
  • Member for 12 years
  • Last seen more than a week ago
47 votes
16 answers
35k views

Why Drifts are not in the Black Scholes Formula

5 votes
3 answers
1k views

References on Statistical Arbitrages

4 votes
1 answer
289 views

Futures short interests vs open interests

2 votes
1 answer
148 views

How to price complex corporate actions with spinoffs

2 votes
0 answers
259 views

spinoff entity value / adjusted close of a spinoff

2 votes
2 answers
3k views

Garch for covariance matrix?

1 vote
0 answers
116 views

Stripped treasury bond prices

1 vote
0 answers
86 views

short-term statistical factor models for equities with different trading hours

1 vote
1 answer
143 views

Newly issued convertible bond conversion price typically higher or lower than current stock price?

1 vote
1 answer
170 views

Different performance between GLD, IAU and PHYS

0 votes
1 answer
280 views

Basic questions on the yield curve

0 votes
1 answer
89 views

Liquid products/indexes to hedge/price a corporate bonds portfolio

0 votes
0 answers
449 views

A list of the 01's in the corporate bonds