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Quantitative Finance
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dm63
  • Member for 9 years
  • Last seen more than 7 years ago
  • NY, United States
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Sell side derivatives trading manager

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15
Skew and shadow delta
11
How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?
11
volatility of a mid curve option
11
Callable bonds with very short call period. Purpose?
10
SOFR Discount Curve Construction in Nov 2021