Quantitative Finance
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oronimbus

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3 Implied/Realised Vol ratio for negative rates? Jan 28 '20
3 Computing T-Bill Yield across leap year boundary Nov 1 '19
2 Estimation of volatility into Black-76 formula Dec 3 '19
2 Why would a 15Y swap index=EUR3M and discount=OIS, show only a EUR3M-delta at 15Y Apr 8 '20
2 Premium Adjusted Delta in fx market Oct 29 '19
2 Bloomberg formula for bond total return Apr 26 '18
2 How to compare bonds in terms of volume traded in Bloomberg Excel Add-in? Aug 14 '18
2 tenor basis swap spreads and compounding May 30 '19
1 Interpolating the swap curve Jul 30 '19
1 What is CMS Spread Option Single Look? In what ways is it different from CMS Spread Cap/floor? Jul 30 '19
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