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AKdemy
  • Member for 1 year, 7 months
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1 vote

SOFR - Notice of Payment

1 vote

Bloomberg: Get Historical Benchmarks

1 vote
Accepted

implied vol by Delta

1 vote

FX Euro-American Knockout Option Pricing

1 vote

What do Future price and Forward price represent

1 vote

How to value a long term interest rate swap if the floating leg is USD-LIBOR

1 vote
Accepted

Can a decrease in call open interest drive the stock price down?

1 vote

Can't fit Bloomberg volatility smile with pysabr. What am I doing wrong?

1 vote

ATM volatility for FX options

1 vote

Valuation of Corridor Variance Swaps

1 vote

Building a fundamental equity scoring model based on data from Bloomberg

1 vote

Download data from Bloomberg with R

1 vote

question about the market quote from bloomberg

1 vote

How to connect Bloomberg's xbbp api to "Bloomberg Anywhere"

1 vote

Why Bloomberg USD swap curve (YCSW0023 Index) changes last month?? and why put a Financial commodity future into this curve?

1 vote
Accepted

Early Exercise of American Options on dividend-stock

1 vote

How to evaluate Asset Allocation skill?

1 vote
Accepted

Bloomberg python API - intraday tick/bar request for options?

1 vote

Standard market risk platform Value-at-Risk (VaR)

1 vote

How to price a call option with long maturity (5 to 10 years)

1 vote

FX official rates

1 vote

Compare equity option volatility under SOFR vs LIBOR

1 vote

TED Spread Replacement?

1 vote

Does fear or greed drive option prices?

1 vote

The most appropriate volatility model

1 vote
Accepted

Download Curve in the past via TIA Bloomberg in Python

1 vote

Margin Requirement model for CCP and non-central cleared OTC derivatives

1 vote

FX Spot Delta market standard calculation (Trader View)

1 vote
Accepted

Sensitivity of correlation swaps to stochastic volatility

1 vote

Confused in regards to calculation of delta of one share including one call and one put

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