Quantitative Finance
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ababoua
  • Member for 6 years, 7 months
  • Last seen more than 4 years ago
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14
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3
Posts
21
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2
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14
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2
Posts
14
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2
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14
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1
Posts
7
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1
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7
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Top posts
View all questions and answers
All Questions Answers
Score Newest
question
5
Local volatility implied by implied vol surface
Sep 17, 2018
question
2
3M FRA futures convexity vs 3M OIS futures convexity adjustment
Jun 25, 2018
question
1
20s30s curve convexity
Aug 2, 2018
question
1
Pair trading strategies in fixed income
Aug 12, 2018
question
1
Cointegration on prices or difference of prices
Aug 20, 2018
question
1
Curve steepner and convexity
Sep 4, 2018
question
1
Which volatility to use in cap pricing with CSA discounting?
Jun 29, 2017
question
1
Price of a risk arbitrage call
Mar 20, 2018
question
1
Kalman filter state/measurement noise
Nov 27, 2018
question
0
Xccy without back notional exchange
Sep 29, 2018

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