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AKdemy
  • Member for 2 years, 7 months
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21 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

9 votes
Accepted

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

9 votes
Accepted

Inflation effect on FX rates

9 votes

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

9 votes
Accepted

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

8 votes
Accepted

Dynamics of FX rate

8 votes

FX Option pricing on Forward vs. Spot

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

Intuition behind calendar spread max loss

7 votes

What is meant by the funding cost of a derivative?

6 votes
Accepted

Bartlett's delta gives wrong signs for calls and puts

6 votes

Theta changes over time

6 votes

What is the point of mental arithmetic tests?

6 votes
Accepted

What does implied volatility say about the underlying?

6 votes

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

6 votes

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

6 votes

BLOOMBERG Strike vs Straddle Volatility

6 votes
Accepted

Quantlib: day-by-day evaluation of option value

6 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

5 votes

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

5 votes

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

5 votes

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

5 votes

Question about swaption premium quote on the bloomberg terminal

5 votes

SABR model - beta

5 votes

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

5 votes
Accepted

Option Pricing for Illiquid case

4 votes

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

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