Quantitative Finance
VanillaCall's user avatar
VanillaCall's user avatar
VanillaCall's user avatar
VanillaCall
  • Member for 6 years, 3 months
  • Last seen more than 3 years ago
Profile Activity
Stats
953
reputation
66k
reached
24
answers
38
questions
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24
Score
56
Posts
90
Posts %
11
Score
6
Posts
10
Posts %
7
Score
4
Posts
6
Posts %
5
Score
3
Posts
5
Posts %
4
Score
5
Posts
8
Posts %
2
Score
4
Posts
6
Posts %
Top posts
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All Questions Answers
Score Newest
question
6
Term premium 10 year yields
Mar 10, 2018
question
6
How to adjust butterfly 2s5s10s swaps trade for directionality?
Jun 28, 2018
question
4
How do bond traders get all the different moving parts?
Sep 21, 2017
answer
4
How does one price the market value and estimate the fair value of a bond futures roll?
Dec 2, 2018
answer
4
How to quantify the coupon effect?
Apr 15, 2019
question
3
Carry and roll (upfront vs running)
Aug 25, 2017
question
3
Question on pure carry for two bonds
Sep 30, 2017
question
3
How to calculate FX hedged bond yield?
Dec 3, 2017
question
2
Treasury futures basis & calendar spd [multiple questions]
Feb 17, 2018
question
2
Roll down Treasury curve (Coupon effects)
Aug 26, 2017

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