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Quantitative Finance
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decaybeta's user avatar
decaybeta's user avatar
decaybeta
  • Member for 6 years
  • Last seen more than a month ago
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4
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100
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1
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3
Posts
33
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1
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1
Posts
11
Posts %
1
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1
Posts
11
Posts %
1
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1
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11
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1
Posts
11
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Top posts
question
3
Libor transition to SOFR - swaps after 2021
May 2, 2020
question
3
Switch and wildcard option in WN
Feb 24
answer
1
why the implied repo rate is higher when choosing the last delivery date to deliver rather than first delivery date
Aug 18, 2018
answer
1
Treasury futures basis & calendar spd [multiple questions]
Aug 18, 2018
answer
1
Term premium 10 year yields
Aug 18, 2018
answer
1
How to calculate implied repo of a hypothetical bond that has not been issued?
Aug 18, 2018
question
1
Is my thinking on futures implied repo correct?
Nov 9, 2019
question
0
Treasury Futures Wild Card
Dec 3, 2019
question
0
Modeling switch and wild card option for a Treasury futures contract
Nov 2, 2023