Quantitative Finance
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Attack68♦
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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 10 months
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Top posts (261)

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8 interest rate swap: PV01 vs DV01 Nov 8 '19
8 How to adjust butterfly 2s5s10s swaps trade for directionality? Jun 28 '18
8 Arbitrage possible with negative rate of interest? Nov 25 '18
7 definition of mid price in literature Jan 21 '19
7 Question on pure carry for two bonds Oct 1 '17
6 analytical formula for FV of fixed rate of a IRS Jun 30 '19
6 Why is the 1 month OIS rate so stable? May 26 '18
6 approach on trading algorithm using machine learning Jun 11 '18
6 Forward implied volatility Jul 22 '18
6 Why are FRA/futures convexity adjustments necessary? May 26 '19
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