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AKdemy
  • Member for 1 year, 1 month
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16 votes
Accepted

Why and when we should use the log variable?

9 votes
Accepted

Is SOFR to replace LIBOR or Fed Fund Rate or both

9 votes
Accepted

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

6 votes
Accepted

Inflation effect on FX rates

6 votes
Accepted

Differences between main classes of interest pricing derivatives models

6 votes

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

5 votes
Accepted

Transition to SOFR Swaps and single curve pricing

5 votes

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

4 votes

Difference b/w Spot Premium and Forward Premium for FX Options

4 votes
Accepted

Different types of swaps and generalized pricing structure - correlation swap, variance swap, volatility swap, gamma swap, etc

4 votes

How to account for the credit spread ( e.g. LIBOR + 2%) when using the Multicurve Methodology in valuing a Swap

4 votes

Relationship between VIX and Vega

4 votes

Probability of an Option maturing In-the-money vs. Volatility

4 votes

Data source for FX options

4 votes

Barriers on structured notes

4 votes

Multi-Period Contribution

4 votes

Calculation of annual yield for NDFs

4 votes
Accepted

How is forex market Quote-Driven?

4 votes

If the volatility of pounds/euros = .2 do we know anything about the volatility of euros/pounds?

4 votes

Fat tailed can be estimated through a t-distributions?

4 votes
Accepted

Should you compute the greeks on realized or implied volatility?

3 votes

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

3 votes

Effect of Implied volatility on option delta

3 votes

Value of Call Option as Volatility goes to Infinity

3 votes

Structuring and Customization

3 votes

Wilshire 5000/GDP Ratio dividing indexed values and not actual values?

3 votes

in time series analysis or finance people use log return for inference but returns can take negative value

3 votes
Accepted

Quantlib Black Model for Commodity Options (Interest Rate Options) is extremely light on gamma and price vs BBG, is model incorrect?

3 votes

Black Sholes Options Pricing Clarification Questions

3 votes

Why is implied volatility often higher for OTM/ITM european call options than ATM?

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