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Chris Taylor

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fixed-income

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13 posts edited

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96 votes cast

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Answers (78)

Votes Activity Newest

18	Shape and geometry of the yield curve
11	Trading interview gambling question
11	Reliability of CDS indices?
10	Is short-gamma inherently a losing strategy?
9	What is the difference between pull to par and roll down in both mathematics and conceptual?

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Reputation (3,406)

+10	Is short-gamma inherently a losing strategy?
+10	Drift rate vs. Riskless rate in the Black-Scholes model
+10	American Options relation between greeks
+10	Volatility smile shows individual Put and Call IV or combination

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Questions (4)

Votes Activity Newest

3	Estimating factor returns with linearly dependent loadings
2	How were OIS discount curves built before long-term OIS were liquid?
0	Does a 1Y swap depend on zero curve beyond the 1Y point?
0	ACT/360 day convention in swap pricing

Tags (125)

34 fixed-income × 6	18 yield-curve
30 futures × 10	17 gamma × 2
30 interest-rates × 4	15 volatility × 5
26 bond × 6	13 finance-mathematics × 3
19 fx × 5	12 portfolio-management × 6

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Accounts (31)

	Stack Overflow	37,568 rep	1196142
	Mathematics	22,292 rep	363111
	Quantitative Finance	3,406 rep	1120
	Cross Validated	2,249 rep	12125
	Skeptics	483 rep	149

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Yearling × 8	Constituent
Custodian	Caucus
Enlightened × 2	Excavator
Nice Answer × 4	Citizen Patrol
Revival × 3	Explainer

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Votes cast (96)

all time			by type
74	up		35	question
22	down		61	answer

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