User Dimitri Vulis

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US treasuries TRACE

answered Apr 12 at 18:57

1 vote

General conventions in Futures prices for commodity

answered Mar 25 at 12:18

1 vote

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Value-at-Risk of a portfolio with a stock after recent IPO

answered Mar 25 at 11:09

2 votes

Accepted

G spread in bbg for callable

answered Mar 18 at 23:19

1 vote

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How an invesment bank make money with structured notes?

answered Mar 10 at 17:49

1 vote

"Problems and Solutions in Mathematical Finance, Volume 3: Interest Rates and Inflation Indexed Derivatives" by Eric Chin

answered Mar 5 at 2:54

1 vote

Value the fair price of a 20y Bond

answered Feb 29 at 5:25

2 votes

Interest rate swap Profit and loss attribution

answered Jan 4 at 17:24

1 vote

Accepted

Why not inequality constraint in mean-variance portfolio optimization?

answered Feb 16 at 0:49

2 votes

Bootstrapping adjustment for coupon

answered Feb 4 at 13:41

1 vote

Allocating bond PnL in a similar way to swaps

answered Jan 29 at 17:47

1 vote

Zero-recovery swap / extinguisher swap

answered Jan 28 at 5:38

1 vote

what is reduced set of risk factors in the context of basel III?

answered Jan 22 at 18:02

8 votes

Good references on PNL explain?

answered Nov 13, 2020 at 19:03

0 votes

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Why is there a minimum size on TIPS trades for retail?

answered Jan 18 at 23:47

1 vote

Survival probability interpolation between two time nodes

answered Jan 16 at 13:32

1 vote

What are some factually incorrect quantitative finance answers generated by AI?

answered Jan 14 at 4:32

2 votes

Will be callable bond called or not? Estimating probabilities

answered Dec 28, 2023 at 19:25

2 votes

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Macaulay Duration of a Callable Bond

answered Dec 26, 2023 at 15:02

0 votes

Brazil IR swaps and help with new holiday

answered Dec 20, 2023 at 0:48

1 vote

Backtesting of VaR estimates

answered Dec 15, 2023 at 23:12

2 votes

QuantLib python ql.schedule getting end of month dates

answered Jan 6, 2021 at 4:46

2 votes

book for (investment banking) market risk overview

answered Dec 5, 2023 at 17:03

1 vote

Is this linear interpolation for clean bond price an approximation?

answered Dec 4, 2023 at 3:33

1 vote

Compare Spread On A Fixed Bond Vs A Loan/FRN?

answered Dec 2, 2023 at 14:54

0 votes

Where to look for data on bonds?

answered Dec 1, 2023 at 22:56

1 vote

Senior Preferred vs Senior Unsecured Bonds

answered Nov 26, 2023 at 22:50

1 vote

How do we price a Non-USD currency FX Forward pair by using cross-currency basis for each currency?

answered Nov 23, 2023 at 14:49

3 votes

Determining bet sizes given odds

answered Nov 22, 2023 at 9:31

1 vote

Expected loss of investment over 30 years

answered Nov 21, 2023 at 16:05

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432 Answers

US treasuries TRACE

General conventions in Futures prices for commodity

Value-at-Risk of a portfolio with a stock after recent IPO

G spread in bbg for callable

How an invesment bank make money with structured notes?

"Problems and Solutions in Mathematical Finance, Volume 3: Interest Rates and Inflation Indexed Derivatives" by Eric Chin

Value the fair price of a 20y Bond

Interest rate swap Profit and loss attribution

Why not inequality constraint in mean-variance portfolio optimization?

Bootstrapping adjustment for coupon

Allocating bond PnL in a similar way to swaps

Zero-recovery swap / extinguisher swap

what is reduced set of risk factors in the context of basel III?

Good references on PNL explain?

Why is there a minimum size on TIPS trades for retail?

Survival probability interpolation between two time nodes

What are some factually incorrect quantitative finance answers generated by AI?

Will be callable bond called or not? Estimating probabilities

Macaulay Duration of a Callable Bond

Brazil IR swaps and help with new holiday

Backtesting of VaR estimates

QuantLib python ql.schedule getting end of month dates

book for (investment banking) market risk overview

Is this linear interpolation for clean bond price an approximation?

Compare Spread On A Fixed Bond Vs A Loan/FRN?

Where to look for data on bonds?

Senior Preferred vs Senior Unsecured Bonds

How do we price a Non-USD currency FX Forward pair by using cross-currency basis for each currency?

Determining bet sizes given odds

Expected loss of investment over 30 years