Quantitative Finance
oronimbus
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All Questions Answers
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4
FX Hedging costs when using 3m FX Fowards vs XCCY swaps for an IG Bond
Apr 28 '21
4
What is the definition of "co-terminal swaptions"? why they are important in the calibration process?
May 6 '21
4
Why does a name error appear? adv_fml_lopez de prado. python 3.7 colab
Jun 26 '21
3
why am I seeing a value error? adv_fml. lopez de prado
Jun 26 '21
3
Implied/Realised Vol ratio for negative rates?
Jan 28 '20
3
Premium Adjusted Delta in fx market
Oct 29 '19
3
Computing T-Bill Yield across leap year boundary
Nov 1 '19
3
Estimation of volatility into Black-76 formula
Dec 3 '19
3
Why would a 15Y swap index=EUR3M and discount=OIS, show only a EUR3M-delta at 15Y
Apr 8 '20
2
Proper way to calculate spread between bonds and Swap
Aug 20 '20

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