Quantitative Finance
Attack68
Moderator
  • Member for 4 years
Profile Activity
Stats
7,714
reputation
229k
reached
289
answers
5
questions
About
Apparently, this user prefers to keep an air of mystery about them.

Communities (19)

Top Meta Posts
3
6

Top network posts

1
gold badge
8
silver badges
27
bronze badges
View all badges

Top tags (249)

Score 95
Posts 43
Posts % 15
Score 80
Posts 30
Score 74
Posts 38
Score 65
Posts 31
Score 31
Posts 18
Score 28
Posts 13
View all tags →

Top posts (294)

All Questions Answers
Votes Newest
12 interest rate swap: PV01 vs DV01 Nov 8 '19
10 How to adjust butterfly 2s5s10s swaps trade for directionality? Jun 28 '18
9 Arbitrage possible with negative rate of interest? Nov 25 '18
9 Why do banks have capital requirements on deposits? Feb 4
8 Is there a way using matrix algebra to add portfolios to a covariance matrix of assets? Feb 2
8 Why are FRA/futures convexity adjustments necessary? May 26 '19
8 When to Choose FX Swap or Forward Sep 27 '18
8 Volatility adjustment for SOFR/OIS caplet referencing LIBOR vol Nov 23 '20
7 Carry calculation on an interest rate swap Sep 3 '17
7 Question on pure carry for two bonds Oct 1 '17
View all questions and answers →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.