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Quantitative Finance
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GWD
  • Member for 11 years, 2 months
  • Last seen more than a month ago
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  • Vienna, Austria
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6 Answers

Score Activity Newest
4 votes

Book recommendation: math toolkit for quantitative finance and statistics

  • mathematics
  • reference-request
  • books
answered Mar 15, 2015 at 10:50
1 vote
Accepted

Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features

  • fx
  • derivatives
  • valuation
  • embedded-options
  • accounting
answered Mar 15, 2015 at 11:05
1 vote
Accepted

On the existence of a perfect market with no arbitrage that contains a forward contract

  • no-arbitrage-theory
answered Mar 15, 2015 at 11:15
1 vote

Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?

  • fixed-income
  • interest-rates
  • derivatives
  • pricing
  • swaps
answered Jul 12, 2012 at 21:01
1 vote
Accepted

Basic questions on the yield curve

  • yield-curve
  • bond-yields
  • yield
answered Mar 15, 2015 at 10:37
0 votes

Calculating time value of an option

  • options
answered Mar 15, 2015 at 11:58
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