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Quantitative Finance
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wgajate
  • Member for 10 years, 5 months
  • Last seen more than a month ago
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Quant Dev: passionate about making finance transparent and sustainable

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4
Duration of a floating rate bond with spread
Sep 22, 2020
answer
3
How is the “constant maturity” 10 year treasury calculated?
Apr 4, 2021
answer
1
Why are there no securitized cash dividends?
Sep 12, 2020
answer
1
How does a firm calculate whether a project will generate positive NPV?
Oct 20, 2020
answer
1
Why am I struggling to replicate the Black-Scholes price of an option stochastically?
Oct 20, 2020
answer
1
Simulating artificial asset prices: Random walk vs Brownian motion?
Oct 23, 2020
answer
1
Extracting the OAS out of an MBS?
Apr 2, 2021
answer
1
Calibrate Hull-white one factor model with swaption in analytical formula
Apr 3, 2021