Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Gordon Scott has been an active investor and technical analyst or 20+ years.

Risk.net explores three themes in secured overnight financing rate (SOFR) non-linear derivatives discussed by experts in a webinar sponsored by Numerix The volatile rates market has triggered concerns ...

The derivative nonlinear Schröndinger equation (DNLS) $iq_t = q_{xx} \pm (q^\ast q^2)_x, & q = q(x, t), i = \sqrt{-1}, q^\ast(z) = \overline{q(z)}$, was first ...

In this paper we consider the local well-posedness theory for the quadratic nonlinear Schrödinger equation with low regularity initial data in the case when the nonlinearity contains derivatives. We ...

This talk focuses on the well-posedness of the derivative nonlinear Schrödinger equation on the line. This model is known to be completely integrable and L^2 -critical with respect to scaling. However ...

Although many mutual funds aren’t yet performing SOFR swaptions, swap data repository (SDR) data shows that most investment banks are trading non-linear products on SOFR. However, a poll taken during ...