Quantitative Finance
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user394334
  • Member for 2 years, 9 months
  • Last seen more than 1 year ago
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All Questions Answers
Score Newest
question
3
Book that considers stochastic interest rate models in discrete time?
May 8, 2021
question
2
Equivalent local martingale measure vs. equvalent martingale measure in a Brownian setup
Jul 15, 2021
question
1
Is this simple model used to calculate the interest rate duration and credit duration of a floating rate note? Other models?
Feb 24, 2021
question
0
Does credit default swaps have interest rate duration and credit duration?
Jul 31, 2021
question
0
Why do we get a higher yield when we pay the interest at the end?(bonds)
Nov 10, 2021
question
0
Why is the effective duration of a floating rate bond the time to the next payment?
Aug 26, 2020
question
0
Do floating rate bonds always trade near par?
Sep 6, 2020
question
0
Expectation hypothesis, expectation under which measure?
Sep 13, 2020
question
-2
Is it a problem that there are so few stocks in the generalized Black Scholes market? [duplicate]
May 9, 2021
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5
Create a function which gives us another function

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