Quantitative Finance
KevinT's user avatar
KevinT's user avatar
KevinT's user avatar
KevinT
  • Member for 3 years, 3 months
  • Last seen this week
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15
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5
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5
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4
Posts
20
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3
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15
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3
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4
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20
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3
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15
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2
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10
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2
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10
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All Questions Answers
Score Newest
question
10
LIBOR Cessation: Construction of Term-RFRs as LIBOR Fallbacks; Forward vs. Backward Looking
Nov 17, 2020
question
6
Caplet stripping in the bwd-looking RFR world with/without maturity adjustment
Feb 16, 2022
answer
4
How does this formula for the price of a bond in terms of forward rates work?
Dec 8, 2020
question
4
FX Option Price Quotation
Jan 14, 2021
answer
3
The exact mechanics of USD OIS Swaps: SOFR, EFFR & Libor cessation
Sep 28, 2020
answer
2
What is the correct implied volatility to use when valuing an FRA option?
Oct 12, 2020
answer
2
Efficient frontier portfolio's analytical solution for a given expected return $r$
Nov 18, 2020
answer
2
SOFR - Notice of Payment
Feb 1, 2022
answer
2
how to calculate the implied interest rates using STIRs futures?
Aug 2, 2022
answer
2
Hedging against FX for bond portfolio
Dec 9, 2020

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