Peaceful

Member for 6 years, 9 months
Last seen this week

Summary

Reputation

736

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546
356

2020
2021
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Top tag

fx

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750 Rep.

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Questions

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Score Activity Newest Views

8

Is SOFR to replace LIBOR or Fed Fund Rate or both

May 10, 2021

4

Why exchange basis exist in swaps

Jul 23, 2021

4

How do we calcualte $E[W_sW_t|W_s]$

Nov 1, 2019

4

Why would a default bond still being traded 1 year after the maturity date

Dec 17, 2020

3

When would a bond be traded flat?

Dec 15, 2020

Answers

Score Activity Newest

4

What is FX theta in linear products?

Sep 26, 2019

3

Is there any difference between "shorting a bond" and "selling a bond" concepts?

Sep 27, 2019

1

In a cleared inflation swap agreement, what determines how much "collateral" a party needs to deposit into the third party escrow account?

Sep 18, 2019

1

What happens to both sides of an inflation swap agreement if there is deflation?

Sep 19, 2019

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fx

4

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3

posts

theta

4

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1

post

bond

3

Score

18

posts

fixed-income

3

Score

5

posts

swaps

2

Score

10

posts

Reputation

+10

what is the point of SABR model as an interpolation tool if we can already observe the whole vol cube from the market

+10

Why does cost of borrow have anything to do with the equity forward price?

+10

Is SABR model more used as an interpolation method or is used to risk manage option positions in practice?

+10

how is accrual calculated on the floating leg of a OIS swap

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Jul 23, 2021

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