Xiaohuolong
  • Member for 1 year, 11 months
  • Last seen this week
  • Pittsburgh, PA, USA
0 answers
4 votes
66 views
Confused about discretization
1 answers
3 votes
81 views
characteristics of factor portfolios
1 answers
2 votes
56 views
structural model - exposure estimation
1 answers
2 votes
77 views
Confusion about optimal choices with exotic options
0 answers
2 votes
100 views
Stocks with same volatility but different drifts
2 answers
2 votes
440 views
5 bookmarks
Confusion about replicating a call option
0 answers
2 votes
50 views
Confusion about American style option
1 answers
2 votes
139 views
1 bookmarks
Do different prices under different models admit arbitrage?
1 answers
1 votes
213 views
OIS example in Hull's book
1 answers
1 votes
103 views
1 bookmarks
Example in Andrew Lo's book - Adaptive Markets
1 answers
1 votes
211 views
Hull's book - Futures option's rho
1 answers
1 votes
195 views
1 bookmarks
Understanding Asset Swap Spread Example
1 answers
1 votes
177 views
Forward interest rate
0 answers
1 votes
31 views
Higher risk = high reward?
0 answers
0 votes
59 views
question about the derivation of fundamental law of active management
0 answers
0 votes
59 views
Consensus expected excess return from Active Portfolio Management
0 answers
0 votes
41 views
CAPM derivation - active portfolio management
1 answers
0 votes
119 views
Active portfolio management - characteristic portfolios derivation
1 answers
0 votes
83 views
Fed fund market after QE
2 answers
0 votes
98 views
Hull's book par yield example
1 answers
0 votes
145 views
How to replicate the future instantaneous short rate?