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TmSmth
  • Member for 5 years, 1 month
  • Last seen more than a month ago
6 votes
2 answers
525 views

Stochastic Integral Graph

4 votes
1 answer
429 views

Hedging EURUSD with negative rates

3 votes
4 answers
17k views

Par Yield, Bond Yield and Zero Rate

2 votes
0 answers
249 views

Delta Hedging Example

2 votes
2 answers
453 views

Once the client buys a structured product, what does the trader do?

2 votes
1 answer
964 views

Idea of using logarithm for solving SDE in Black-Scholes model

1 vote
2 answers
222 views

Volatility estimation based on a 60 days range

1 vote
2 answers
431 views

Gold forward price

1 vote
1 answer
327 views

Which currency to hedge a position in FX options?

1 vote
1 answer
66 views

Call price in case of AOA

1 vote
1 answer
89 views

Relation between low rate and credit risk

1 vote
1 answer
98 views

USDEUR instead of EURUSD futures for euros owner

1 vote
1 answer
514 views

What happened to future price if rates become negative?

0 votes
1 answer
94 views

Increase short positions in futures on oil

0 votes
1 answer
405 views

Delta heding & PnL

0 votes
0 answers
100 views

Probability and random walk