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Xiaohuolong
  • Member for 4 years, 1 month
  • Last seen more than 2 years ago
  • Pittsburgh, PA, USA
4 votes
0 answers
72 views

Confused about discretization

3 votes
1 answer
428 views

characteristics of factor portfolios

2 votes
1 answer
74 views

structural model - exposure estimation

2 votes
1 answer
146 views

Do different prices under different models admit arbitrage?

2 votes
1 answer
138 views

Example in Andrew Lo's book - Adaptive Markets

2 votes
0 answers
54 views

Confusion about American style option

2 votes
1 answer
114 views

Confusion about optimal choices with exotic options

2 votes
2 answers
829 views

Confusion about replicating a call option

2 votes
0 answers
272 views

Stocks with same volatility but different drifts

1 vote
1 answer
516 views

Forward interest rate

1 vote
0 answers
36 views

Higher risk = high reward?

1 vote
1 answer
533 views

Hull's book - Futures option's rho

1 vote
1 answer
628 views

Understanding Asset Swap Spread Example

1 vote
2 answers
921 views

OIS example in Hull's book

0 votes
2 answers
294 views

Hull's book par yield example [closed]

0 votes
1 answer
85 views

Fed fund market after QE

0 votes
1 answer
284 views

Active portfolio management - characteristic portfolios derivation

0 votes
0 answers
78 views

Consensus expected excess return from Active Portfolio Management

0 votes
1 answer
157 views

How to replicate the future instantaneous short rate?