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dm63
NY, United States
Sell side derivatives trading manager
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Top Questions
5
votes
In portfolio theory, has volatility a logical place as an asset class?
modern-portfolio-theory
asked Dec 27, 2016 at 14:02
quant.stackexchange.com
Top Answers
11
volatility of a mid curve option
quant.stackexchange.com
11
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?
quant.stackexchange.com
10
Skew and shadow delta
quant.stackexchange.com
10
Callable bonds with very short call period. Purpose?
quant.stackexchange.com
9
SOFR Discount Curve Construction in Nov 2021
quant.stackexchange.com
9
What is the industry standard pricing model for CME-traded Eurodollar future (American) options?
quant.stackexchange.com
8
Carry calculation on an interest rate swap
quant.stackexchange.com
7
Bermudan Swaptions - Payer vs. Receiver (LGM)
quant.stackexchange.com
7
Intuition for Stock Price Numeraire Drift
quant.stackexchange.com
7
What's the point of stochastic volatiliy models if you can use local volatility?
quant.stackexchange.com
7
Black-Scholes vs Black equation
quant.stackexchange.com
6
Are risk-free-rate bonds and cash fungible?
quant.stackexchange.com
6
LIBOR replacement in client products and prospective pricing
quant.stackexchange.com
6
US overnight swaps (OIS)
quant.stackexchange.com
6
Asymptotics of Call Option as $S\to0$
quant.stackexchange.com
6
FX option trading questions
quant.stackexchange.com
6
Gamma Pnl vs Vega Pnl
quant.stackexchange.com
6
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
6
Violation of the call-put parity
quant.stackexchange.com
6
What's a covered bond?
quant.stackexchange.com
6
A libor curve VS A 3-month or 6-month libor curve
quant.stackexchange.com
6
Swaption Trading
quant.stackexchange.com
6
Delta of binary option
quant.stackexchange.com
6
Why is there a stong intraday-correlation between spot and vol?
quant.stackexchange.com
6
European Swaptions: does implied volatility of swap rates decreases both with start and tenor?
quant.stackexchange.com
5
Implying risk-free rates using Put/Call parity
quant.stackexchange.com
5
Do all bonds of the same maturity have the same yield to maturity?
quant.stackexchange.com
5
What is the difference between funded and unfunded derivative?
quant.stackexchange.com
5
Mark to market forward contract
quant.stackexchange.com
5
Wrong proof that call price is concave function of strike price
quant.stackexchange.com
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