1. Calculate OIS rate 3 months, 1 year
  2. Measuring interest rate sensitivity for illiquid private investments?

  3. Modeling Interest-only Mortgages
  4. Bloomberg zero rate calculation using shift

  5. Calculating annualized swap rates

  6. Time dependent parameters in Hull-White model
  7. Deriving Interest Rates
  8. High convexity vs low convexity bond definition

  9. Portfolio Duration Immunization Strategy Intuition

  10. Hedging amortising interest rate swap with vanilla swaps

  11. time step choice impact in Vasicek model simulations
  12. Generic bond yields

  13. Calibration of Heston version of CIR

  14. Basic boostrapping question

  15. Implementation of one-factor Hull-White short interest rate model

  16. Which risk-free interest rate to use in Black-Scholes equation

  17. Rebasing of Cap Volatilities
  18. Implied coupon given yield to maturity

  19. Where can I find open swaption implied volatility data?

  20. Black 1976 caplet value

  21. Interest Rates Time Series Correlation

  22. Use of cap volatilities
  23. Methods to generate multiple yield curves

  24. How did traders calculate that the expected number of rate hikes is 4 based on eurodollar futures on 15Feb2018?
  25. 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?

  26. CIR IR model - Building in a "dynamic mean rate level"

  27. How to calculate a future contracts price?

  28. Basic question re: Fed interest rate tightening and rising interest rates

  29. Weights Blowing up in PCA

  30. Model Validation - yield curve
  31. Withdrawing monthly from a bank for 40 years

  32. Conversion of annual interest rate compounded monthly to monthly effective interest rate

  33. Conversion of 1- month effective interest rate to 6-month effective interest rate

  34. compute r(t) in Vasiceck model, what is $e^{at}r$

  35. Call option prices in terms of maturity with negative interest rates

  36. PCA Variance Explained on Out-of-sample Data

  37. Are 3 month t-bill rates in FRED annualized?
  38. Am Call = Euro Call if r is non-negative and Am Put = Euro Put if r is negative
  39. No arbitrage conditions for normal implied volatility

  40. Closed- solution for Convertible bond price two factor model

  41. Fixing date, start date, end date in interest rate derivative valuation?

  42. Problems with Money Weighted Rate of Return

  43. Interpreting Units of Short Rate Parameters

  44. Equality under T-forward measure for convexity adjustment
  45. Price compounding: Swap versus Governments Bonds

  46. Martingale measure result application for interest rates under T-forward measure?

  47. Black & Scholes with stochastic interest rate
  48. Convert 3M rates to 6M rates using Basis Swaps (3M vs 6M)

  49. Black-Scholes vs Black equation

  50. Monte Carlo Paths Term Structure Models Interest Rates

  51. Interpretation of MidSwap Rate

  52. Pricing 0% interest rate Floor Black Model
  53. What rate to discount tax shield

  54. volatility term structure calibration
  55. Why do Fama French's "Common risk factors in the returns on stocks and bonds" use data starting in 1963? Availability or convenience for results?

  56. Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?

  57. How does one calculate the Libor future contract price?

  58. Relation between government bond yields and mortgage rates?
  59. Identity for forward rates
  60. Implying risk-free rates using Put/Call parity
  61. Amortization Table for High Interest Rate Not Working

  62. Hull White and HJM model not Markov

  63. How do traders determine when points in a yield curve are at 'fair value'?
  64. Proof positiveness condition CIR dynamic
  65. Option on Loan rate

  66. Interest rate models

  67. Cap/Floor ATM Rate

  68. Black Derman Toy model: from tree to differential equation

  69. Monte Carlo OAS Prepayments
  70. Is it possible to borrow gold interest-free?

  71. What strategies benefit from EURO (ECB) interest rate hike(s) long term?

  72. Adjusting consumer credit risk model using data from a different country?

  73. Falling Futures prices positively correlated with interest rates
  74. Monte Carlo, convexity and Risk-Neutral ZCB Pricing

  75. Is return required by a bond investor a function of base interest rate and credit worthiness of the issuer?

  76. Vol structure of forward rate under no-arbitrage rate model

  77. Why do we discount in ois and not treasuries

  78. How to estimate $\sigma$ and $r$ in binomial pricing model?

  79. how to calibrate interest rate binomial tree to interest rate swap prices?

  80. Pricing a Vanilla swap between coupons; What rates to use?

  81. Covariance Interest Rate Risk Time Series

  82. Two-factor Interest rate binomial tree

  83. Negative correlation between interest rates and credit spreads - Why?
  84. Discount rate in IRS valuation

  85. Relationship between forward and option prices

  86. Interest rate vs bond yield

  87. Type of data used in top hedge funds/prop trading shops
  88. Markovian Short Rate Models

  89. Swap Rates Below LIBOR?

  90. Treasury Bill and Treasury Bond : Quoted Price VS Cash Price VS Value of Bond
  91. Interest rate risk using copulas
  92. Machine Learning for Matrix Completion: The Case of a Sparse Credit Rating-Yield Matrix for Non-Liquid Corporate Bonds
  93. Interest rate curve in option pricing
  94. Ho-Lee Model Calibration: theta becomes smaller

  95. Exploding Libor Rates in Libor Market Model

  96. formula for physical DV01 of interest rate swap

  97. BPV calculation, shift zero curve vs swap curve
  98. A predictive tool signaling when to move between different short-term instruments

  99. Short-rate models: Risk-premium of $T$-bonds

  100. Do stochastic interest rate models forecast future interest rate?