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Quant版 - what's the meaning of overnight forward rate on Friday?
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假如连续30天,每天使用overnight forward能抵消汇率波动的风险吗?街上有用zero-mean计算volatility和covariance的么?
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请问大家如何处理overnight的股票价格数据?what shi**y means?
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相关话题的讨论汇总
话题: friday话题: overnight话题: forward话题: meaning话题: rate
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1 (共1页)
h**********y
发帖数: 41
1
I note that Saturday and Sunday are non transaction day. So what's the
meaning of overnight forward rate on Friday?
Does it mean the overnight forward can be executed on next Monday?
1 (共1页)
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相关主题
中信证券招聘 Portfolio Manager请教- 怎么对R code加密? (转载)
拟合mean reverting process请问大家如何处理overnight的股票价格数据?
关于 Mean reversion stock price[合集] What's the meaning of ATM?
What is shortfall?[合集] 如何计算VaR?
假如连续30天,每天使用overnight forward能抵消汇率波动的风险吗?街上有用zero-mean计算volatility和covariance的么?
关于future和forward的一个问题What is the insight - Correlation with Zero Mean
difference between a quant and programmer?Capacity employed
one interview question[合集] 早年魔羹面试题 2
相关话题的讨论汇总
话题: friday话题: overnight话题: forward话题: meaning话题: rate