Skip to main content

Explore our questions

Ask Question
more tags
Active Hot Week Month
0 votes
1 answer
220 views

How do I determine the ideal selling price for a cash flow that rises with inflation?

CommunityBot
1 vote
1 answer
38 views

Day weight conventions for vol curves in quantlib

Luigi Ballabio
-1 votes
0 answers
8 views

Risk Analysis Bond

Jdjdkej Krkrkfjr
0 votes
1 answer
453 views

How do I calculate yield and trading margin of an Australian Dollar floating rate note?

CommunityBot
0 votes
1 answer
360 views

Interpretation of significant positive Alpha and negative Momentum

CommunityBot
0 votes
1 answer
264 views

Finding an annual beta from daily data

CommunityBot
1 vote
1 answer
2k views

In Avellaneda-Stoikov market making, what is the difference between "reservation prices" and "optimal bid ask quotes"?

CommunityBot
1 vote
1 answer
427 views

When to Exit Illiquid Investments (Private Equity, Hedge Funds etc.)

CommunityBot
0 votes
1 answer
124 views

How does carry create a “buffer” in swap MtM?

CommunityBot
5 votes
2 answers
991 views

Continuous prediction vs Event-based predictions

CommunityBot
2 votes
3 answers
2k views

Interest rate swaps - if i expect rates to be cut later than market expectations, what swap can I put on?

CommunityBot
4 votes
1 answer
1k views

Dealing with the inventory risk: solution with drift

CommunityBot
1 vote
1 answer
483 views

Alternative form of mean-variance optimization that uses standard deviation

CommunityBot
4 votes
3 answers
1k views

Fractional Brownian motion

Tom Cummings
Browse more Questions