Sargera

Member for 9 years, 6 months
Last seen more than 3 years ago

New York, NY, United States

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swaps

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750 Rep.

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Questions

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Score Activity Newest Views

12

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

Jan 15, 2015

5

Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)

Feb 12, 2015

4

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

Oct 18, 2016

3

Using FX ATM/RR/BF Volatility to Estimate Smile

May 27, 2015

2

Logic behind Gordon Growth Model in a DCF analysis?

Jul 16, 2014

Answers

Score Activity Newest

7

Does an Interest Rate Swap has a Vega component?

Feb 25, 2015

6

Why is Brownian motion merely 'almost surely' continuous?

Feb 23, 2015

4

Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?

Feb 23, 2015

1

Incorrect characterization of spot rate?

Feb 24, 2015

0

Quadratic variation question

Jun 5, 2014

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swaps

7

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2

posts

interest-rate-swap

7

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1

post

irs

7

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1

post

stochastic-processes

6

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2

posts

brownian-motion

6

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1

post

Reputation

+20

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

+10

Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?

+10

Does an Interest Rate Swap has a Vega component?

+10

Using FX ATM/RR/BF Volatility to Estimate Smile

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