Quantitative Finance
pedro lito's user avatar
pedro lito's user avatar
pedro lito's user avatar
pedro lito
  • Member for 3 years, 3 months
  • Last seen more than 2 years ago
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33
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3
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33
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3
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1
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33
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0
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1
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33
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1
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33
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1
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33
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All Questions Answers
Score Newest
answer
3
Valuation of a swap where both parties can cancel (not settle at market) with accrual method instead of present-value?
Feb 21, 2021
question
1
Why should a seller of autocall (down out ones) cover gamma risk?
Feb 22, 2021
answer
-1
Premium Adjusted Delta in fx market
Jun 20, 2021

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