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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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
7 definition of mid price in literature Jan 21 '19
7 Forward implied volatility Jul 22 '18
7 Volatility adjustment for SOFR/OIS caplet referencing LIBOR vol Nov 23 '20
7 Carry calculation on an interest rate swap Sep 3 '17
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