Quantitative Finance
Sargera's user avatar
Sargera's user avatar
Sargera's user avatar
Sargera
  • Member for 9 years, 6 months
  • Last seen more than 3 years ago
  • New York, NY, United States
Profile Activity

9 Questions

Score Activity Newest Views
12 votes
2 answers
625 views

Deriving the definition of stochastic integrals with respect to Ito processes from first principles

5 votes
4 answers
3k views

Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)

4 votes
3 answers
1k views

Valuation of a swap where both parties can cancel (not settle at market) with accrual method instead of present-value?

3 votes
2 answers
4k views

Using FX ATM/RR/BF Volatility to Estimate Smile

2 votes
2 answers
801 views

Logic behind Gordon Growth Model in a DCF analysis?

2 votes
1 answer
409 views

Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.)

1 vote
1 answer
876 views

Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features

1 vote
0 answers
3k views

Exporting Time Series Data For Securities Prices From Bloomberg to Excel

0 votes
1 answer
187 views

How to price a forward struck contract today by changing from a $T>T'$ forward measure to $T'$ forward measure at time $t<T'<T$?

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