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AKdemy
  • Member for 2 years, 11 months
  • Last seen this week
22 votes
Accepted

Why and when we should use the log variable?

10 votes
Accepted

Is SOFR to replace LIBOR or Fed Fund Rate or both

10 votes
Accepted

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

9 votes

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

9 votes
Accepted

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

9 votes
Accepted

Inflation effect on FX rates

8 votes

FX Option pricing on Forward vs. Spot

8 votes

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

8 votes
Accepted

Dynamics of FX rate

8 votes

What is meant by the funding cost of a derivative?

8 votes
Accepted

Option Pricing for Illiquid case

7 votes

Intuition behind calendar spread max loss

7 votes

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

7 votes
Accepted

Differences between main classes of interest pricing derivatives models

7 votes

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

6 votes
Accepted

Transition to SOFR Swaps and single curve pricing

6 votes

Theta changes over time

6 votes
Accepted

What does implied volatility say about the underlying?

6 votes

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

6 votes

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

6 votes

BLOOMBERG Strike vs Straddle Volatility

6 votes
Accepted

Quantlib: day-by-day evaluation of option value

6 votes
Accepted

Bartlett's delta gives wrong signs for calls and puts

6 votes

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

6 votes

What is the point of mental arithmetic tests?

5 votes

Unexpected negative roll yield on USD/EUR forward?

5 votes
Accepted

Bloomberg terminal option data calculation

5 votes

Question about swaption premium quote on the bloomberg terminal

5 votes

SABR model - beta

5 votes

FX Options price vs implied vol

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