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Quantitative Finance

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First bounty you offer on another person's question.
Awarded 38 times.
Differences between editions of Security Analysis by Graham and Dodd?
Awarded Aug 17, 2023 at 20:58
Principal Portfolios Prediction Matrix estimation (Bryan Kelly)
Awarded Jul 8, 2023 at 13:42
Best practice in QuantLib Python to include borrow rate
Awarded Jun 17, 2023 at 21:25
How does the bank uses the provisioning amount and RWA based capital adequacy
Awarded Jan 18, 2022 at 16:07
Intraday Factor Analysis, measuring intraday alpha, etc
Awarded Nov 25, 2021 at 8:01
Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds
Awarded Apr 5, 2021 at 21:31
Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades
Awarded Nov 20, 2020 at 22:46
understanding carry for Fixed Income Securities in Pedersen
Awarded Oct 25, 2020 at 21:27
Implied Vol Smile: from Calls, Puts or Both?
Awarded Jul 14, 2020 at 7:40
Verifying two properties of the Clayton Copula
Awarded Apr 12, 2019 at 21:20
Quantitative strategies in the Fixed Income space
Awarded Mar 25, 2019 at 2:30
What is the industry standard pricing model for CME-traded Eurodollar future (American) options?
Awarded Feb 22, 2019 at 5:30
Variance swap volatility - ATMF vol, Skew and Curvature
Awarded Feb 11, 2019 at 1:10
How to use statsmodels' Granger causality test to measure the lag between two time series?
Awarded Dec 18, 2018 at 14:35
Local Stochastic Volatility - Break even levels
Awarded Mar 28, 2018 at 0:09
For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?
Awarded Mar 24, 2018 at 18:44
Heston model reparametrisation
Awarded Oct 12, 2017 at 14:40
Relationship between forward and option prices
Awarded Sep 4, 2017 at 16:00
Mark Joshi Quantitative finance numerical techiniques, writting an algorithm that produces a random variable
Awarded Aug 25, 2017 at 13:11
In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
Awarded Jan 29, 2017 at 14:20
Netfonds.no: Continuing to understand how to get high frequency data [closed]
Awarded Oct 30, 2016 at 12:16
Calculate interest rate swap curve from Eurodollar futures price
Awarded Aug 17, 2016 at 19:55
Spectral and distortion risk measures
Awarded Feb 2, 2016 at 17:52
Portfolio with lots of subportfolios
Awarded Feb 2, 2016 at 14:52
How are referenced asset gains routed in a credit derivative?
Awarded Dec 7, 2015 at 12:51
Why use a column database for tick/bar data?
Awarded May 28, 2015 at 16:15
What is the fair price of this option?
Awarded May 15, 2015 at 14:57
Is there any academic material regarding robust optimization with fixed transaction costs?
Awarded Feb 15, 2014 at 20:36
Diversification, Rebalancing and Different Means
Awarded Nov 17, 2013 at 14:32
Tools in R for estimating time-varying copulas?
Awarded Jan 17, 2013 at 17:47
How to show that this weak scheme is a cubature scheme?
Awarded Mar 7, 2012 at 20:20
Are there comprehensive analyses of theta decay in weekly options?
Awarded Dec 3, 2011 at 20:56
Do people use unbounded interest rate models, and what alternatives exist?
Awarded Sep 15, 2011 at 20:41
Duality between constant rebalanced portfolio (CRP) and corresponding derivative
Awarded Sep 9, 2011 at 2:20
Papers about backtesting option trading strategies
Awarded Jul 5, 2011 at 10:13
What is the best method to compute project volatility in Real Option Valuation?
Awarded May 5, 2011 at 23:02
Discrete-time model: stock dynamics
Awarded Mar 18, 2011 at 4:02
What concepts are the most dangerous ones in quantitative finance work?
Awarded Feb 6, 2011 at 21:29