Kch's user avatar
Kch's user avatar
Kch's user avatar
Kch
  • Member for 6 years, 5 months
  • Last seen more than 1 year ago
2 votes

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

4 votes

Why do a callable bond always have higher yields?

2 votes

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

0 votes

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

1 vote

Modelling Specialised Lending deals

1 vote

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

2 votes

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

2 votes

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

3 votes

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

1 vote
Accepted

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

1 vote
Accepted

Find Interest Rate Swap BUMPs from Bloomberg in Excel

3 votes

How does the securities lending market work?

1 vote

What is Yield To Convention?

1 vote

CIR calibration

2 votes
Accepted

How to Parameterize a Bond Yield Curve?

0 votes

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

2 votes

heding bond risk with swap

3 votes
Accepted

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

4 votes

How do bond traders get all the different moving parts?