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Trent Di's user avatar
Trent Di's user avatar
Trent Di's user avatar
Trent Di
  • Member for 6 years, 10 months
  • Last seen more than a month ago
7 votes
4 answers
2k views

What is meant by the funding cost of a derivative?

2 votes
1 answer
411 views

uncollateralised otc derivatives and bank funding costs

1 vote
1 answer
971 views

Black-Scholes: Delta/probability of exercise increases with volatility

1 vote
1 answer
253 views

FVA for a perfectly collateralised trade

0 votes
1 answer
250 views

What is 'off term' volatility and 'term' volatility?

0 votes
1 answer
114 views

future cashflow loan equivalence

0 votes
0 answers
46 views

Cost of receivable on bank balance sheet