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Stack Exchange

dm63

NY, United States

Sell side derivatives trading manager

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Top Questions
Top Answers
11
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?
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7
Callable bonds with very short call period. Purpose?
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7
Black-Scholes vs Black equation
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6
Gamma Pnl vs Vega Pnl
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6
What is the industry standard pricing model for CME traded Eurodollar future option (american)?
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6
What's a covered bond?
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6
Violation of the call-put parity
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6
Why is there a stong intraday-correlation between spot and vol?
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5
volatility of a mid curve option
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5
Swaption Trading
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5
Skew and shadow delta
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5
What does LIBOR really represent?
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5
A libor curve VS A 3-month or 6-month libor curve
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5
Do all bonds of the same maturity have the same yield to maturity?
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5
Staff icebreaker - is stasis ever attained?
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5
European Swaptions: does implied volatility of swap rates decreases both with start and tenor?
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5
What is the difference between funded and unfunded derivative?
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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?
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5
Wrong proof that call price is concave function of strike price
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5
How is 1y5y - 1y2y Treasury steepener trade executed?
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