user506602's user avatar
user506602's user avatar
user506602's user avatar
user506602
  • Member for 5 years
  • Last seen more than a month ago
4 votes
1 answer
811 views

Repo vs Reverse Repo terminology

1 vote
0 answers
245 views

Applying portfolio variance weight based on logarithmic returns?

1 vote
1 answer
111 views

Fixed Income Attribution

1 vote
1 answer
275 views

A volatility model developed by JP Morgan

0 votes
1 answer
154 views

Are total return indices adjusted for tax?

0 votes
2 answers
104 views

The factor of 1/2 used in CDS spread derivation

0 votes
0 answers
171 views

CDS basis trade using Risk free rate

0 votes
1 answer
702 views

Synthetic FRAs using Eurodollar futures