Uploads by 3316950
From Fintech Lab Wiki
This special page shows all uploaded files.
| Date | Name | Thumbnail | Size | Description | Versions |
|---|---|---|---|---|---|
| 00:38, 25 April 2026 | Applying Breeden-Litzenberger to swaption prices.pdf (file) |  |
299 KB | This project applies the logic of Breeden-Litzenberger to extract conditional densities from swaption prices around important FOMC decisions. The data was extracted from Bloomberg, and contains the normal implied volatilites of +-200bps ATM for 3 month - | 1 |
| 18:04, 3 November 2026 | Prediction markets order lifecycle.png (file) |  |
290 KB | 1 |
