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Quantitative Finance
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rb612
  • Member for 2 years, 7 months
  • Last seen this week
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Top posts
question
5
How does a stock becoming hard to borrow affect puts and calls?
Jan 10
question
2
Intuition for why it's called "implied repo rate"?
Feb 11
question
2
Difference between implied repo and term repo always negative?
Nov 1
question
1
How to price the convexity premium on a bond?
Nov 14
question
1
Future price of an index always less than expected index future value?
May 13, 2022
question
1
How can a future exhibit both normal backwardation and be in contango?
Sep 3, 2023
question
0
Convenience yield intuition on consumption assets?
Feb 1
question
0
Deriving the approximation for leveraged ETF returns?
Jun 22
question
0
Intuition behind conversion factors increasing/decreasing for longer dated expiries?
Aug 6
question
0
Why pay repo to finance bond position instead of reverse repo?
Aug 20
Top network posts
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47
What's the difference between KFold and ShuffleSplit CV?
42
Why isn't the directional derivative generally scaled down to the unit vector?
29
Why doesn't a spinning object in the air fall?
24
Misunderstanding a P-value?
18
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