Aldo Shumway's user avatar
Aldo Shumway's user avatar
Aldo Shumway's user avatar
Aldo Shumway
  • Member for 6 years, 4 months
  • Last seen more than 1 year ago
5 votes
1 answer
731 views

Martingale measure result application for interest rates under T-forward measure?

4 votes
1 answer
546 views

Equality under T-forward measure for convexity adjustment

4 votes
3 answers
2k views

Change of measure between T-forward and T*-forward contract?

3 votes
1 answer
582 views

Convexity adjustment when payment if after interest natural term?

2 votes
0 answers
105 views

How to calculate the product of forward rates with different reset times using Ito's lemma?

2 votes
2 answers
2k views

Understanding FX forward points and market usage

1 vote
0 answers
70 views

Forward returns measurment?

1 vote
1 answer
3k views

Fixing date, start date, end date in interest rate derivative valuation?

1 vote
3 answers
485 views

Double knockout binary pricing?

1 vote
0 answers
194 views

Hull Martingales and measures problem 27.16 7e?

0 votes
0 answers
333 views

Implied forward rate with forward points

0 votes
1 answer
393 views

Equivalent Martingale Measure result Hull?