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american-options
stochastic-calculus
data
option-pricing
high-frequency
quantlib
greeks
currency
cointegration
stochastic-volatility
var
mathematics
derivatives
portfolio-management
beta
no-arbitrage-theory
delta
forecasting
finance-mathematics
interest-rate-swap
risk
index
brownian-motion
swaps
programming
forward
How to calculate a forward-starting swap with forward equations?
swaps
forward
how to simulate FX forwards
fx
monte-carlo
forward
Different versions of Put-Call Parity
options
forward
call
put-call-parity
put
Formula for forward price of bond
forward
pricing-formulae
Implied term structure from risky discount curve: does it make sense?
yield-curve
forward
why do forward contracts have varying sensitivity to yield, but futures contracts do not?
futures
forward
yield-futures
Mark to market forward contract
forward
margin
Modelling roll-over and roll yield in a forward strategy
futures
forward
roll-adjustment
Confusion in forward contract pricing on a stock using the binomial model
futures
pricing
forward
binomial-tree
Nature of short VIX strategies
volatility
implied-volatility
futures
forward
vix
Spot-Forward Relationship - Proof
black-scholes
forward
forward-rate
spot-rate
proof
Properly interpreting LIBOR curves?
forward
libor
Long term equity repo
equities
finance
forward
AUD Forward Rate Agreement and Forward Curve Bootstrapping
forward
quantlib
bootstrapping
What is the optimum hedge ratio when trying to hedge one underlying security with another which is similar in natural?
hedging
forward
What is the dollar zero rate and the foreign zero rate?
fx
forward
Role of next month's dividends in forward pricing
options
equities
futures
forward
dividends
Falling Futures prices positively correlated with interest rates
interest-rates
correlation
futures
forward
How to regard foreign currency forward as foreign and domestic bonds on VaR
fx
var
forward
"Forward price of bond" VS "Price of a bond with a future settlement date"
bond
forward
bond-futures
How to calculate the yield of a forward bond price from the zero curve
forward
yield
How to compute the forward price using a replicating portfolio?
portfolio
forward
Forward Price by Cost of Carry Proof
futures
pricing
forward
martingale
pricing-formulae
Relationship between forward and option prices
options
black-scholes
interest-rates
forward
put-call-parity
Price series for an FX forward contract
fx
forward
asset-pricing
forward-rate
Dividend yield for an index
options
black-scholes
forward
index
dividends
Decreasing Forward FX rate curve
yield-curve
forward
currency
Bond ETF Options and Forwards
options
black-scholes
forward
etf
bond-futures
Compare the payoff of two investment with same initial capital
fixed-income
bond
forward
forward-rate
spot-rate
Forward price and dividend tax
forward
price
Gross total return index and forward price
derivatives
forward
index
Traders view on hedging of FX Futures with FX Forward
fx
futures
hedging
forward
delta-hedging
Some questions on (re-)pricing a forward
options
forward
Is it possible to hedge Spread Risk on a Forward Swap?
forward
interest-rate-swap
spread
spread-options
Up-front settlement of forward contract
forward
forward-rate
discounting
How to calculate the CVA of a forward contract?
forward
credit-risk
cva
counterparty-risk
exposure
FX Option pricing on Forward vs. Spot
option-pricing
fx
forward
black
Why a Target Redemption Forward cannot be used as hedging instrument?
options
forward
Integrating Interest and Dividend Functions
futures
forward
forward-rate
discounting
VAR FPCA analysis paper replication
programming
regression
var
forward
pca
Stochastic Interest rate spot forward relationship
forward
Volatility and Counterparty risk for FX Forward
volatility
risk
fx
forward
Are futures/forward contracts tradable in the middle of its life? If yes, how?
futures
trading
forward
T-Forward measure
forward
Convexity Adjustment for Futures
futures
forward
martingale
Deriving Cox, Ingersoll and Ross expression for the relationship between forwards and futures, how do they conclude a specific step?
futures
mathematics
forward
covariance
Calculate theoretical forward price of a stock
forward
The effects of “cost of carry” and “convenience yield” in pricing futures and forwards
futures
forward
FX forward curve building
fx
forward
ois
Price a forward contract on a zero-coupon bond
option-pricing
forward
Forward price - T-forward martingale
probability
forward
martingale
Why is the statement "the volatility of a $T - t$-month prepaid forward on asset X is $\sigma$" the same as "the volatility of asset X is $\sigma$"?
volatility
forward
self-study
Trading physical gold vs XAU
forward
commodities
VaR mapping - Forward Foreign Currency Contract
fx
var
forward
Characteristic functions for options on futures
option-pricing
forward
heston
characteristic-function
References on Pricing commodity forwards
derivatives
forward
commodities
How to price a forward struck contract today by changing from a $T>T'$ forward measure to $T'$ forward measure at time $t<T'<T$?
risk-neutral-measure
forward
valuation
pricing-formulae
forward-start
A proof that the final payoff on a futures contract is twice that on a forward contract
futures
forward
What is the filtration described?
stochastic-calculus
pricing
derivatives
risk-neutral-measure
forward
Zero-coupon Loan Investment
interest-rates
finance
forward
finance-mathematics
zero-coupon
Simple value of a Forward contract at an intermediate time question
forward
no-arbitrage-theory
Zero Coupon Bond Forward Price
fixed-income
forward
binomial
short-rate
zero-coupon
Monte Carlo Simulation and forward curves
simulations
forward
optimize gas storage schedule based on forward prices
forward
commodities
Computing Correlation between Forward Rates
stochastic-calculus
correlation
forward
forward-rate
FX Forward pricing with correlation between FX and Zero-Cupon
fx
correlation
forward
forward-rate
Calculating fra rates
interest-rates
forward
rates
How to calculate this swap rate
swaps
forward
Cross Currency Swap pricing
fx
swaps
forward
How does this statement about the price of a prepaid forward on a stock follow?
futures
forward
self-study
Pricing a physical commodity forward contract
interest-rates
forward
Construct option and stock portfolio
options
option-pricing
portfolio-management
forward
put-call-parity
Faster way to backtest/Walkforward
forward
testing
Prove arbitrage opportunity
arbitrage
forward
no-arbitrage-theory
short-selling
proof
How to derive Black's formula for the valuation of an option on a future?
options
black-scholes
pricing
forward
the difference between forward price and future price
forward
Is an FX forward with delayed settlement still a derivative?
fx
derivatives
forward
Delta of a Commodity Future
futures
forward
commodities
Derivatives (Forex Forward)
fx
derivatives
forward
Why is the forward rate used for the underlying in Black's model?
models
forward
forward-rate
black
Pricing Forward Start Option with PDE
option-pricing
forward
How to Calculate Return Option with Forward Measure
option-pricing
risk-neutral-measure
forward
Finding circumstances for price of call = price of put
option-pricing
pricing
forward
price
european
Why is the forward price set to make the value of the forward contract to 0 when it is signed?
pricing
forward
Why does increased stock borrow costs decrease a stock's forward price?
derivatives
forward
Why AREN'T forward rates what the market expects of the spot rates?
forward
rates
Why is the spot price not used as the forward price when a forward contract is created?
futures
forward
forward-rate
yield-futures
Future spot price versus current forward price
probability
forward
spot-rate
Forward parity in fixed income
fixed-income
futures
forward
Forward Curves and Par Yield Curves
arbitrage
yield-curve
forward
forward-rate
yield
How should I use central banks rates in order to compute 2-day forward exchange rate on EURUSD
forward
currency
forward-rate
spot-rate
risk-free
forward option, stochastic calculus
stochastic-calculus
forward
stochastic
Does a forward price have a drift component in any measure?
black-scholes
risk-neutral-measure
forward
Forward Credit Spreads
forward
spread
credit
forward curve and cap/floors in nowadays environment
forward
multicurve
ois-discounting
Differential equation involving bond price and forward rate
bond
pricing
forward
price
forward-rate
How can an FRA create arbitrage opportunities?
forward
BlackProcess' constructor $x_{0}$ argument in QuantLib
forward
quantlib
black76
Replicate by Arbitrage price of a forward
fx
arbitrage
forward
hedge
Bond Interest Rate Swap Growth Rate
bond
forward
forward-rate