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Helin's user avatar
Helin's user avatar
Helin's user avatar
Helin
  • Member for 10 years
  • Last seen this week
47 votes
Accepted

What is the Swap Curve?

26 votes
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Formula for forward price of bond

20 votes
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What are some of the best textbooks on Fixed Income securities?

17 votes
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Deriving Interest Rates

17 votes
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Why using the swap curve as riskfree rate and no longer gov bonds?

16 votes

Pricing Treasury futures

16 votes
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Equivalent to Matlab's financial toolbox in python?

13 votes

Why do we discount in ois and not treasuries

13 votes

What is the difference between pull to par and roll down in both mathematics and conceptual?

13 votes
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When Fed stops QE, Treasury Futures will go down in price, so... LEAP Puts are a good idea?

13 votes

Quantitative strategies in the Fixed Income space

12 votes
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Dec 16: FED rate hike?

11 votes
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How do I calculate yield from a bond futures contract?

11 votes

How does one estimate the probability of the Fed increasing its benchmark rate based on Fed funds futures?

11 votes
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Bond ETF vs Bond Future for longer term holding

11 votes
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Term premium 10 year yields

10 votes
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Determine the carry of a treasury bond futures contract?

10 votes
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Do we use the Nelson-Siegel model to calculate the yield curve?

10 votes
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Impact on DV01 of cbot bond futures by changing coupon from 6% to 4%

9 votes
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Bond curve fitting, practical question

9 votes
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How do bond traders get all the different moving parts?

9 votes

Yield curve trading

9 votes
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Speed of mean reversion of an interest rate model

8 votes
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How can an inverted yield curve in a liquid market exist?

8 votes
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Why can sometimes stock prices rise when interest rates rise?

8 votes

How is PnL calculated

8 votes

Is trading mean reversion of small principal components of prices profitable?

8 votes

Determining if a bond is quoted dirty or clean

8 votes
Accepted

Modified duration of treasury futures tracking CTD?

8 votes
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Where can I get the actual info about how many stocks are there in markets all over the world?

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