User MinaThuma

12 votes

4 answers

3k views

Does banks' profitability really suffer under low interest rates

asked Aug 17, 2019 at 22:44

7 votes

2 answers

1k views

How exactly are corporate bonds priced at issue

asked Aug 12, 2019 at 20:14

5 votes

2 answers

6k views

Best topics to begin Quantitative Finance Research/Programming

asked Oct 23, 2019 at 5:43

3 votes

1 answer

2k views

What does 5 year OIS actually mean?

asked Sep 3, 2019 at 21:12

3 votes

2 answers

125 views

How do the following aspects lead to U.S. Repo shortfalls

asked Sep 19, 2019 at 21:10

3 votes

1 answer

185 views

Does CRR Model lose completeness if we add another instrument?

asked Feb 13, 2021 at 9:28

3 votes

0 answers

54 views

Why does it hold true that $\theta_{t} d\overline{X}_{t}$ is a local $Q$ martingale if $\overline{X}$ is a local $Q$ martingale

asked Mar 8, 2021 at 12:00

2 votes

1 answer

607 views

If 10s20s steepener have equal DV01 weighting on each swap then why does convexity play a role in MtM

asked Sep 8, 2019 at 20:22

2 votes

0 answers

567 views

Why does change in Sight Deposits reflect Swiss National Bank FX action

asked Sep 17, 2019 at 18:49

1 vote

1 answer

2k views

How would this 10s/20s steepener work

asked Sep 4, 2019 at 20:44

1 vote

1 answer

226 views

Risk-Neutrality: Discount factors of the $P$ world according to risk preferences?

asked Oct 1, 2020 at 21:22

1 vote

0 answers

33 views

Mismatch of periods with numeraire compared to the forward rates

asked Oct 19, 2020 at 16:21

1 vote

1 answer

427 views

What is the interpretation if the real world measure $\mathbb P$ is equal to the martingale measure $\mathbb Q$

asked Feb 4, 2021 at 8:57

0 votes

0 answers

79 views

Given the density function of $S^{1}$ in one-period model, find the risk-neutral measure

asked Dec 18, 2020 at 10:04

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14 Questions

Does banks' profitability really suffer under low interest rates

How exactly are corporate bonds priced at issue

Best topics to begin Quantitative Finance Research/Programming

What does 5 year OIS actually mean?

How do the following aspects lead to U.S. Repo shortfalls

Does CRR Model lose completeness if we add another instrument?

Why does it hold true that $\theta_{t} d\overline{X}_{t}$ is a local $Q$ martingale if $\overline{X}$ is a local $Q$ martingale

If 10s20s steepener have equal DV01 weighting on each swap then why does convexity play a role in MtM

Why does change in Sight Deposits reflect Swiss National Bank FX action

How would this 10s/20s steepener work

Risk-Neutrality: Discount factors of the $P$ world according to risk preferences?

Mismatch of periods with numeraire compared to the forward rates

What is the interpretation if the real world measure $\mathbb P$ is equal to the martingale measure $\mathbb Q$

Given the density function of $S^{1}$ in one-period model, find the risk-neutral measure