user506602
  • Member for 2 years, 9 months
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2 answers
24 votes
19k views
13 bookmarks
Discrete returns versus log returns of assets
12 answers
17 votes
159k views
15 bookmarks
How to calculate unsystematic risk?
2 answers
15 votes
5k views
9 bookmarks
Why is Brownian motion useful in finance?
1 answers
12 votes
3k views
6 bookmarks
Negative price of oil
2 answers
6 votes
15k views
6 bookmarks
How to interpret the 'price' of a CDS?
1 answers
5 votes
1k views
1 bookmarks
CDS credit spreads vs default probability
1 answers
4 votes
1k views
2 bookmarks
Can a capital market line have a negative slope?
1 answers
4 votes
589 views
3 bookmarks
Repo vs Reverse Repo terminology
1 answers
4 votes
2k views
3 bookmarks
Hedging with variance swaps: how to calculate the notional
1 answers
4 votes
3k views
2 bookmarks
EuroDollar vs FRA
2 answers
3 votes
1k views
2 bookmarks
Should the geometric standard deviation be used to compute the volatility of financial returns?
1 answers
2 votes
2k views
4 bookmarks
Geometric means, standard deviation, and sharpe ratios
1 answers
2 votes
1k views
1 bookmarks
Positive base arbitrage CDS vs Asset Swap
1 answers
2 votes
521 views
2 bookmarks
CDS Vs Credit Risk premium over risk free
1 answers
2 votes
475 views
3 bookmarks
repo rate v.s. reverse repo rate
1 answers
2 votes
1k views
1 bookmarks
How to compute forward swap rates?
1 answers
1 votes
72 views
2 bookmarks
Fixed Income Attribution
0 answers
1 votes
191 views
1 bookmarks
Applying portfolio variance weight based on logarithmic returns?
0 answers
1 votes
51 views
1 bookmarks
conditional or unconditional probability in the calculation of LGD
0 answers
0 votes
81 views
1 bookmarks
CDS basis trade using Risk free rate
2 answers
0 votes
88 views
1 bookmarks
The factor of 1/2 used in CDS spread derivation
1 answers
0 votes
188 views
1 bookmarks
The similarity between a bond's quoted bid price and its clean price?
1 answers
0 votes
341 views
2 bookmarks
Synthetic FRAs using Eurodollar futures