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Attack68
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  • Member for 4 years, 11 months
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13 votes

How to adjust butterfly 2s5s10s swaps trade for directionality?

11 votes
Accepted

interest rate swap: PV01 vs DV01

9 votes

Why do banks have capital requirements on deposits?

9 votes

Arbitrage possible with negative rate of interest?

8 votes

When to Choose FX Swap or Forward

8 votes

Carry calculation on an interest rate swap

8 votes
Accepted

Question on pure carry for two bonds

8 votes
Accepted

Is there a way using matrix algebra to add portfolios to a covariance matrix of assets?

8 votes
Accepted

Why are FRA/futures convexity adjustments necessary?

7 votes
Accepted

Why is the 1 month OIS rate so stable?

7 votes

definition of mid price in literature

7 votes

Forward implied volatility

6 votes
Accepted

approach on trading algorithm using machine learning

6 votes

analytical formula for FV of fixed rate of a IRS

6 votes

Estimate covariance matrix using prices

5 votes

SOFR Transition

5 votes
Accepted

Term SOFR rate formula

5 votes

Difference between OIS Rate and Risk-Free Rate

5 votes
Accepted

3M curve vs 6M Curve, which one to use for valuation of IR Derivatrives

5 votes
Accepted

DV01 of bond future from DV01 of CTD

5 votes

Limit order book cancellations

4 votes
Accepted

Relation between OIS rate and discounting rate

4 votes
Accepted

Basic question on USD Interest Rate Swap

4 votes
Accepted

Construct a butterfly interest rate portfolio to eliminate PCA exposures

4 votes

Estimation of Risk-Neutral Densities Using Positive Convolution Approximation - Python

4 votes

Compare two distributions for forecasting returns

4 votes
Accepted

Why is Overnight LIBOR lower than BoE Base Rate?

4 votes

Return on a CDS portfolio

4 votes

uncollateralised otc derivatives and bank funding costs

4 votes

What is the priority of the waiting non-matched bets, when a match becomes available in Betfair?

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