User Kch

2 votes

Generalized Linear Mixed Model (GLMM) for the probability of default of corporates

answered Apr 8, 2021 at 17:12

4 votes

Why do a callable bond always have higher yields?

answered Feb 23, 2021 at 3:17

2 votes

Can banks use reserves to settle liabilities arising from cash-settled options trading?

answered Feb 10, 2021 at 23:30

0 votes

Why isn't the delta of a slightly in the money American option 1?

answered Feb 7, 2021 at 3:34

1 vote

Modelling Specialised Lending deals

answered Dec 18, 2020 at 13:02

1 vote

Where bonds are marked v.s.where bonds are traded

answered Aug 8, 2020 at 14:51

2 votes

Step-up bonds should be more, not less sensitive to market interest rates, shouldn't they?

answered Jul 5, 2020 at 16:42

2 votes

Can a pay-for-order-flow wholesaler front-run orders it sees?

answered May 27, 2020 at 0:02

3 votes

Why worry about fat tails, if you can use stoploss?

answered May 23, 2020 at 17:21

1 vote

Accepted

Is it possible for rating agencies to rate a security higher than what it should be rates without maleficence?

answered Feb 16, 2020 at 17:48

1 vote

Accepted

Find Interest Rate Swap BUMPs from Bloomberg in Excel

answered Oct 12, 2019 at 20:28

3 votes

How does the securities lending market work?

answered Sep 8, 2019 at 0:32

1 vote

What is Yield To Convention?

answered Jul 13, 2019 at 2:40

1 vote

CIR calibration

answered Dec 12, 2018 at 12:04

2 votes

Accepted

How to Parameterize a Bond Yield Curve?

answered Nov 28, 2018 at 13:21

0 votes

What discount rates should I use to price a municipal bond with unknown market price?

answered Sep 28, 2018 at 12:16

2 votes

heding bond risk with swap

answered Sep 23, 2018 at 23:45

3 votes

Accepted

Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?

answered Oct 11, 2017 at 18:52

4 votes

How do bond traders get all the different moving parts?

answered Sep 21, 2017 at 15:41

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19 Answers

Generalized Linear Mixed Model (GLMM) for the probability of default of corporates

Why do a callable bond always have higher yields?

Can banks use reserves to settle liabilities arising from cash-settled options trading?

Why isn't the delta of a slightly in the money American option 1?

Modelling Specialised Lending deals

Where bonds are marked v.s.where bonds are traded

Step-up bonds should be more, not less sensitive to market interest rates, shouldn't they?

Can a pay-for-order-flow wholesaler front-run orders it sees?

Why worry about fat tails, if you can use stoploss?

Is it possible for rating agencies to rate a security higher than what it should be rates without maleficence?

Find Interest Rate Swap BUMPs from Bloomberg in Excel

How does the securities lending market work?

What is Yield To Convention?

CIR calibration

How to Parameterize a Bond Yield Curve?

What discount rates should I use to price a municipal bond with unknown market price?

heding bond risk with swap

Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?

How do bond traders get all the different moving parts?