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Quantitative Finance

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First to answer and accepted with score of 10 or more. This badge can be awarded multiple times.
Awarded 333 times.
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Awarded Jul 5 at 20:10
Proof behind solution for theta in Hull-White with time-dependent volatility and mean reversion?
Awarded Jul 5 at 14:23
What is the definition of Curve
Awarded May 6 at 23:16
What is a Brownian motion "under the risk-neutral measure"?
Awarded Apr 18 at 1:35
Intuitive explanation for expectiles
Awarded Mar 25 at 21:55
Volatility adjustment for SOFR/OIS caplet referencing LIBOR vol
Awarded Feb 8 at 9:37
Optimizing a portfolio of ETFs
Awarded Feb 5 at 7:37
How to measure contango?
Awarded Jan 31 at 17:21
American Call: when it's European?
Awarded Jan 21 at 18:36
Difference between 5Y breakeven inflation and 5Y5Y inflation forward?
Awarded Jan 5 at 15:15
Inflation effect on FX rates
Awarded Jan 5 at 15:15
Different volatility surface ( Local vol, Stochastic vol etc.)
Awarded Jan 3 at 5:18
What are the best Journals & Conferences in Quantitative Finance?
Awarded Dec 29, 2023 at 0:50
Delta Hedging with fixed Implied Volatility or floating Implied Volatility?
Awarded Dec 17, 2023 at 18:35
Daily realized volatility and true daily volatility
Awarded Dec 2, 2023 at 11:16
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Sep 13, 2023 at 19:56
Efficient way to store orderbook in Python
Awarded Sep 13, 2023 at 14:48
Different versions of sticky strike, moneyness and delta
Awarded Aug 22, 2023 at 20:50
Simple example of a funding valuation adjustment?
Awarded Aug 7, 2023 at 3:15
What is gamma to do with realized volatility?
Awarded Aug 5, 2023 at 0:25
where can I get a list of all yahoo finance stocks symbols
Awarded Jun 25, 2023 at 13:47
Black-Scholes formula producing a negative number for a Call Option
Awarded Jun 15, 2023 at 8:36
Bayes' rule for conditional expectations (Proof review)
Awarded May 27, 2023 at 12:51
How do I calculate yield from a bond futures contract?
Awarded May 24, 2023 at 14:56
Convert arithmetic returns to log returns
Awarded May 4, 2023 at 11:05
How to extrapolate implied volatility for out of the money options?
Awarded May 3, 2023 at 11:55
Yahoo Calendar - What does TAS mean?
Awarded Apr 14, 2023 at 0:47
Where to get price data on Credit Default Swaps?
Awarded Mar 24, 2023 at 9:41
Is SOFR to replace LIBOR or Fed Fund Rate or both
Awarded Mar 7, 2023 at 13:17
Realized Variance (realized volatility)
Awarded Feb 21, 2023 at 15:15
Quantlib python dual curve bootstrapping example
Awarded Feb 21, 2023 at 15:15
Cheapest-to-deliver (CTD) discount curve
Awarded Feb 20, 2023 at 21:56
SOFR Discount Curve Construction in Nov 2021
Awarded Feb 2, 2023 at 4:51
When should you build your own equity risk model?
Awarded Dec 21, 2022 at 21:50
Half life of Exponetial Weighted Moving Average
Awarded Nov 2, 2022 at 9:25
How to compute the alpha decay of a strategy?
Awarded Oct 4, 2022 at 17:32
When would open interest equal trading volume?
Awarded Sep 15, 2022 at 13:50
Maximum Sharpe portfolio (no short selling restrictions)
Awarded Sep 13, 2022 at 18:35
Annualzing the log of daily returns riddle
Awarded Sep 12, 2022 at 14:41
Skew and shadow delta
Awarded Aug 31, 2022 at 10:06
Options Market Making Used Implied Volatility Surface
Awarded Aug 29, 2022 at 23:57
How do Trade-At-Settlement orders work?
Awarded Jul 26, 2022 at 9:30
Avellaneda -Stoikov market making model
Awarded Jul 4, 2022 at 12:57
Two correlated brownian motions
Awarded Jun 13, 2022 at 20:40
Most complete list of investment mistakes in stock markets
Awarded Jun 9, 2022 at 11:32
How did the algorithm pegging TerraUSD stablecoins to USD fail?
Awarded May 27, 2022 at 0:22
For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?
Awarded May 20, 2022 at 9:50
Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
Awarded May 1, 2022 at 18:51
Breeden-Litzenberger formula for risk-neutral densities
Awarded Apr 28, 2022 at 15:03
Pre-requisite math books, to the pre-requisite math needed to become a front desk quant
Awarded Apr 25, 2022 at 12:01
What does the concept "standard Markowitz approach" include?
Awarded Apr 15, 2022 at 13:41
Delta of an option under Heston model
Awarded Apr 10, 2022 at 6:35
Obtaining risk-neutral probability from option prices
Awarded Mar 27, 2022 at 13:12
Why is realized volatility typically lower than implied volatility?
Awarded Mar 25, 2022 at 4:18
How to find the formula for the half-life of an AR(1) process (using the Ornstein–Uhlenbeck process)
Awarded Feb 10, 2022 at 13:16
What are some currently open problems in market microstructure
Awarded Dec 27, 2021 at 3:41
What is the stambaugh bias? Why is it important for predictability regressions?
Awarded Nov 27, 2021 at 8:18
Anyone has detailed explanation on how to use epstein-zin preferences in asset pricing models
Awarded Nov 10, 2021 at 23:03
Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
Awarded Nov 2, 2021 at 7:41
Use QuantLib Python to calculate Swap DV01
Awarded Oct 19, 2021 at 0:17
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