Quantitative Finance
Attack68
Moderator
  • Member for 4 years, 4 months
  • Last seen this week
Profile Activity
Stats
7,822
reputation
246k
reached
291
answers
5
questions
top 2% overall
Communities
View all
Badges
View all badges
1
gold badge
8
silver badges
29
bronze badges
Top tags
View all tags
97
Score
43
Posts
15
Posts %
82
Score
30
Posts
10
Posts %
74
Score
38
Posts
13
Posts %
67
Score
32
Posts
11
Posts %
31
Score
18
Posts
6
Posts %
28
Score
13
Posts
4
Posts %
Top posts
View all questions and answers
All Questions Answers
Votes Newest
11
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 '21
8
Is there a way using matrix algebra to add portfolios to a covariance matrix of assets?
Feb 2 '21
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
8
Question on pure carry for two bonds
Oct 1 '17
7
Carry calculation on an interest rate swap
Sep 3 '17
Top Meta posts
3
6
4
Why'd rational investors never cut losses and re-invest into same strike, unless they knew something?
3
More moderators - New Elections
Top network posts
View all network posts
12
Can I add outlier detection and removal to Scikit learn Pipeline?
11
Transposing selected MultiIndex levels in Pandas DataFrame
11
How to get permission for cookies from user in Flask
10
Dynamic table with Python
9
Flask WTform validation on multiple fields

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.