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Why Is Bond Time Value Risk Not Considered in Bond Immunization?3262 nightrider      2016-04-29 04:28
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nightrider
Terminology: Client Paper2268 rp6      2016-04-17 14:35
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rp6
Is market making a "winner take all" venture? (Page: 1, 2)261,445 Lebowski 22016-04-17 01:52
by
EspressoLover
how do management fee of a fund impact option pricing22695 ts1068 12016-04-01 21:15
by
Nonius
FX Tradning 10111736 Pinko 32016-03-31 17:38
by
andrewFX
Execution risk for ETFs in self directed retirement accounts -248 lmog      2016-03-29 23:58
by
lmog
Relationship of: Delta Hedged Option P&L with Vega and Gamma102,551 HankScorpio      2016-03-16 19:01
by
atamkapoor
CVA, long tenor interest rate swap5558 deeds      2016-03-05 00:23
by
Nonius
distance from the cross4343 Rashomon      2016-03-03 21:54
by
EspressoLover
Futures basis correction in practice2507 cmyzie28      2016-02-26 11:00
by
Reactor Core
weights allocation3575 levkly 12016-02-26 10:58
by
Nonius
Mean Variance Portfolio Optimization 111,178 rohanc81      2016-02-19 15:00
by
rickyvic
mtm correlation swap4431 ts1068      2016-01-19 22:08
by
ts1068
In a Black Scholes world w/continuous hedging is every option just a viariance contract?1477 Lakshya 12016-01-19 03:42
by
mj
How are the credit correlated with other risk factors in real life?6518 pj      2016-01-18 17:41
by
pj
How much data does a strategy needs to back test against to be considered usable?13720 hugh      2016-01-16 03:01
by
waveman
Starting Off2608 robbedpython      2016-01-09 07:32
by
robbedpython
On positive carry in equities91,526 frstwrldprblm      2015-12-21 16:31
by
contango_and_cash
Credit models with a spread modelled as short term interest model10591 pj      2015-12-12 23:01
by
unsmt
Asset allocation - how it actually works?2742 zee4      2015-11-26 19:51
by
rickyvic
Finite differences2575 ynahum      2015-11-26 00:28
by
Rashomon
SPX LEAPS put-call parity5646 Malaclypse      2015-11-05 10:21
by
tbretagn
Estimating Position in the Order Book21,523 abrakaa      2015-11-01 19:04
by
Lebowski
Who plays central bank announcements?31,200 Rashomon      2015-10-19 00:00
by
Rashomon
Statistics for physical commodity trading1730 PhysicalTrader66      2015-10-12 11:25
by
rickyvic
 
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