Skip to main content
MinaThuma's user avatar
MinaThuma's user avatar
MinaThuma's user avatar
MinaThuma
  • Member for 4 years, 9 months
  • Last seen more than 2 years ago
12 votes
4 answers
3k views

Does banks' profitability really suffer under low interest rates

7 votes
2 answers
1k views

How exactly are corporate bonds priced at issue

5 votes
2 answers
6k views

Best topics to begin Quantitative Finance Research/Programming

3 votes
1 answer
1k views

What does 5 year OIS actually mean?

3 votes
2 answers
123 views

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

3 votes
1 answer
179 views

Does CRR Model lose completeness if we add another instrument?

3 votes
0 answers
52 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

2 votes
1 answer
567 views

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

2 votes
0 answers
567 views

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

1 vote
1 answer
1k views

How would this 10s/20s steepener work

1 vote
1 answer
204 views

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

1 vote
0 answers
32 views

Mismatch of periods with numeraire compared to the forward rates

1 vote
1 answer
378 views

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

0 votes
0 answers
76 views

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