Stack Exchange

dm63

NY, United States

Sell side derivatives trading manager

top accounts reputation activity favorites subscriptions
Top Questions
Top Answers
11
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?
quant.stackexchange.com

8
Callable bonds with very short call period. Purpose?
quant.stackexchange.com

7
Black-Scholes vs Black equation
quant.stackexchange.com

6
What's a covered bond?
quant.stackexchange.com

6
Violation of the call-put parity
quant.stackexchange.com

6
Why is there a stong intraday-correlation between spot and vol?
quant.stackexchange.com

6
Swaption Trading
quant.stackexchange.com

6
Gamma Pnl vs Vega Pnl
quant.stackexchange.com

6
What is the industry standard pricing model for CME-traded Eurodollar future (American) options?
quant.stackexchange.com

6
What's the point of stochastic volatiliy models if you can use local volatility?
quant.stackexchange.com

5
FX option trading questions
quant.stackexchange.com

5
Staff icebreaker - is stasis ever attained?
math.stackexchange.com

5
European Swaptions: does implied volatility of swap rates decreases both with start and tenor?
quant.stackexchange.com

5
volatility of a mid curve option
quant.stackexchange.com

5
Skew and shadow delta
quant.stackexchange.com

5
What does LIBOR really represent?
quant.stackexchange.com

5
A libor curve VS A 3-month or 6-month libor curve
quant.stackexchange.com

5
Do all bonds of the same maturity have the same yield to maturity?
quant.stackexchange.com

5
Carry calculation on an interest rate swap
quant.stackexchange.com

5
What is the difference between funded and unfunded derivative?
quant.stackexchange.com

5
Why are stock index futures not used to forecast how much the stock market will rise, given that interest rates futures are used for this purpose?
quant.stackexchange.com

5
Wrong proof that call price is concave function of strike price
quant.stackexchange.com

5
How is 1y5y - 1y2y Treasury steepener trade executed?
quant.stackexchange.com