User AKdemy

21 votes

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Why and when we should use the log variable?

answered May 16, 2021 at 19:52

10 votes

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Is SOFR to replace LIBOR or Fed Fund Rate or both

answered May 11, 2021 at 0:03

9 votes

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Difference between 5Y breakeven inflation and 5Y5Y inflation forward?

answered Jun 25, 2021 at 16:44

9 votes

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Inflation effect on FX rates

answered Sep 15, 2021 at 22:54

9 votes

Is it possible to have only one volatility surface for american options (that fits both calls and puts)?

answered Nov 27, 2022 at 8:24

9 votes

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How to Bloomberg compute the implied Yield ? What is FX swap basis spread?

answered Oct 11 at 21:18

8 votes

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Dynamics of FX rate

answered May 24, 2022 at 15:18

8 votes

FX Option pricing on Forward vs. Spot

answered Apr 29, 2021 at 1:20

7 votes

Why are there no papers about stock prediction with machine learning in leading financial journals?

answered Apr 27, 2021 at 5:56

7 votes

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Differences between main classes of interest pricing derivatives models

answered May 1, 2021 at 0:15

7 votes

Intuition behind calendar spread max loss

answered Mar 9 at 1:24

7 votes

What is meant by the funding cost of a derivative?

answered Aug 7 at 9:30

6 votes

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Bartlett's delta gives wrong signs for calls and puts

answered Apr 9 at 23:16

6 votes

Theta changes over time

answered Mar 7 at 1:07

6 votes

What is the point of mental arithmetic tests?

answered Jun 9 at 17:43

6 votes

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What does implied volatility say about the underlying?

answered Jan 17 at 9:48

6 votes

Which models do Bloomberg/Reuters use to derive implied volatility for interest rate derivatives with negative forward rates?

answered Dec 25, 2022 at 16:06

6 votes

How can I measure returns such that the average is useful?

answered Jun 18, 2022 at 19:51

6 votes

BLOOMBERG Strike vs Straddle Volatility

answered Aug 3, 2022 at 11:19

6 votes

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Quantlib: day-by-day evaluation of option value

answered Mar 24, 2022 at 21:59

6 votes

What is the importance of alpha, beta, rho in the SABR volatility model?

answered May 3, 2021 at 22:16

6 votes

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Transition to SOFR Swaps and single curve pricing

answered Apr 28, 2021 at 0:29

5 votes

Garman-Kohlhagen (Black-Scholes) Formula vs. Bloomberg OVML Calculator

answered Apr 24, 2021 at 18:50

5 votes

Future Value: the functions in Excel, Matlab and Numpy Financial don't work when the number of periods is large

answered May 10, 2021 at 21:34

5 votes

When to use a Local Vol model vs Stochastic Vol Model?

answered May 20, 2022 at 6:23

5 votes

Question about swaption premium quote on the bloomberg terminal

answered Jul 11, 2022 at 9:28

5 votes

SABR model - beta

answered Dec 29, 2022 at 15:02

5 votes

Questions on options cost of carry, and relationship to futures cost of carry

answered Apr 16 at 22:44

5 votes

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Option Pricing for Illiquid case

answered Aug 11 at 8:23

4 votes

What does EUR 5y2y-7y3y-10y5y mean?

answered Jun 18 at 22:25

Stack Exchange Network

255 Answers

Why and when we should use the log variable?

Is SOFR to replace LIBOR or Fed Fund Rate or both

Difference between 5Y breakeven inflation and 5Y5Y inflation forward?

Inflation effect on FX rates

Is it possible to have only one volatility surface for american options (that fits both calls and puts)?

How to Bloomberg compute the implied Yield ? What is FX swap basis spread?

Dynamics of FX rate

FX Option pricing on Forward vs. Spot

Why are there no papers about stock prediction with machine learning in leading financial journals?

Differences between main classes of interest pricing derivatives models

Intuition behind calendar spread max loss

What is meant by the funding cost of a derivative?

Bartlett's delta gives wrong signs for calls and puts

Theta changes over time

What is the point of mental arithmetic tests?

What does implied volatility say about the underlying?

Which models do Bloomberg/Reuters use to derive implied volatility for interest rate derivatives with negative forward rates?

How can I measure returns such that the average is useful?

BLOOMBERG Strike vs Straddle Volatility

Quantlib: day-by-day evaluation of option value

What is the importance of alpha, beta, rho in the SABR volatility model?

Transition to SOFR Swaps and single curve pricing

Garman-Kohlhagen (Black-Scholes) Formula vs. Bloomberg OVML Calculator

Future Value: the functions in Excel, Matlab and Numpy Financial don't work when the number of periods is large

When to use a Local Vol model vs Stochastic Vol Model?

Question about swaption premium quote on the bloomberg terminal

SABR model - beta

Questions on options cost of carry, and relationship to futures cost of carry

Option Pricing for Illiquid case

What does EUR 5y2y-7y3y-10y5y mean?