Quantitative Finance
junior_pm's user avatar
junior_pm's user avatar
junior_pm's user avatar
junior_pm
  • Member for 3 years, 3 months
  • Last seen more than 1 year ago
Profile Activity
Stats
51
reputation
12k
reached
0
answers
10
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
8
bronze badges
Top tags
View all tags
0
Score
7
Posts
70
Posts %
0
Score
6
Posts
60
Posts %
0
Score
4
Posts
40
Posts %
0
Score
3
Posts
30
Posts %
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
Top posts
All Questions Answers
Score Newest
question
2
What does the conversion factor for Treasury bond futures do in relation to the 6% coupon specification for the contract?
Nov 1, 2020
question
1
How does negative performance of a portfolio constituent affect its weight?
Jun 7, 2020
question
1
Why does the coupon effect mean that higher yields do not necessarily mean that a bond is more attractive?
Dec 8, 2020
question
1
How does one calculate carry-roll-down theoretically assuming expectations of short-term rates are realised
Dec 15, 2020
question
0
How does the term premium of the 10y20y Treasury forward rate relate to the 30y rate?
Jan 22, 2021
question
0
How do I calculate FX forward hedge ratio?
Jun 8, 2020
question
0
How does this formula for the price of a bond in terms of forward rates work?
Dec 7, 2020
question
0
Why do bonds with a shorter next call dates have shorter extension risk?
Jul 20, 2022
question
0
In the derivation of the Black-Scholes PDE, using delta hedging, how is this linked to the risk neutral valuation? [closed]
Aug 3, 2022
question
-1
Why is carry divided by DV01 to scale it?
Jul 20, 2022

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.