Altruist - Badge - Quantitative Finance Stack Exchange

Altruist

First bounty you manually award on another person's question.

Awarded 22 times.

Best practice in QuantLib Python to include borrow rate

Awarded Jun 21, 2023 at 1:45

pyCthon

2,1312 gold badges18 silver badges39 bronze badges

Intraday Factor Analysis, measuring intraday alpha, etc

Awarded Dec 2, 2021 at 9:03

shoonya

14113 bronze badges

Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds

Awarded Apr 11, 2021 at 19:09

Dimitri Vulis

12.6k3 gold badges19 silver badges58 bronze badges

Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades

Awarded Nov 24, 2020 at 23:17

user189035

2382 silver badges12 bronze badges

understanding carry for Fixed Income Securities in Pedersen

Awarded Nov 1, 2020 at 20:28

math

1,7383 gold badges19 silver badges37 bronze badges

Implied Vol Smile: from Calls, Puts or Both?

Awarded Jul 21, 2020 at 8:11

Jan Stuller

6,2232 gold badges19 silver badges59 bronze badges

Verifying two properties of the Clayton Copula

Awarded Apr 19, 2019 at 12:05

Emma

4601 gold badge5 silver badges18 bronze badges

Quantitative strategies in the Fixed Income space

Awarded Mar 28, 2019 at 7:00

JejeBelfort

1,21911 silver badges26 bronze badges

What is the industry standard pricing model for CME-traded Eurodollar future (American) options?

Awarded Feb 26, 2019 at 15:15

Jared

7458 silver badges26 bronze badges

For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?

Awarded Mar 26, 2018 at 17:37

Trajan

2,5429 gold badges37 silver badges68 bronze badges

Mark Joshi Quantitative finance numerical techiniques, writting an algorithm that produces a random variable

Awarded Aug 28, 2017 at 7:37

Beginner

711 gold badge1 silver badge11 bronze badges

In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?

Awarded Feb 5, 2017 at 2:40

Janthelme

1469 bronze badges

Spectral and distortion risk measures

Awarded Feb 4, 2016 at 14:37

nbbo2

11.5k3 gold badges22 silver badges35 bronze badges

How are referenced asset gains routed in a credit derivative?

Awarded Dec 14, 2015 at 13:23

Carlos

14 bronze badges

Is there any academic material regarding robust optimization with fixed transaction costs?

Awarded Feb 21, 2014 at 12:32

RndmSymbl

4502 silver badges15 bronze badges

Are there comprehensive analyses of theta decay in weekly options?

Awarded Dec 10, 2011 at 12:12

Bob Jansen♦

8,5826 gold badges38 silver badges60 bronze badges

Do people use unbounded interest rate models, and what alternatives exist?

Awarded Sep 21, 2011 at 14:34

Tal Fishman

13.5k7 gold badges63 silver badges111 bronze badges

Techniques to optimize the placement of orders in market making strategy?

Awarded Sep 14, 2011 at 21:29

Louis Marascio

5,4973 gold badges31 silver badges40 bronze badges

Papers about backtesting option trading strategies

Awarded Jul 12, 2011 at 0:53

RockScience

2,0031 gold badge17 silver badges26 bronze badges

What is the best method to compute project volatility in Real Option Valuation?

Awarded May 9, 2011 at 22:08

Karol J. Piczak

2,7165 gold badges26 silver badges35 bronze badges

Discrete-time model: stock dynamics

Awarded Mar 22, 2011 at 13:38

chrisaycock

9,8373 gold badges39 silver badges110 bronze badges

What concepts are the most dangerous ones in quantitative finance work?

Awarded Feb 8, 2011 at 0:29

Tangurena

4721 gold badge6 silver badges15 bronze badges