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Quantitative Finance

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Implied Vol Smile: from Calls, Puts or Both?
Awarded yesterday
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Awarded Jul 10 at 13:38
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Awarded Jul 5 at 14:37
Proof behind solution for theta in Hull-White with time-dependent volatility and mean reversion?
Awarded Jul 5 at 13:52
Backtesting using microstructure (orderbook) data
Awarded Jul 1 at 8:49
Carry calculation on an interest rate swap
Awarded Jun 8 at 13:31
Is there any good research on support and resistance?
Awarded Jun 1 at 23:35
Why aren't american put options martingales?
Awarded May 31 at 9:42
What really is Gamma scalping?
Awarded May 25 at 1:30
What is the definition of Curve
Awarded May 6 at 22:04
How does an option's time value depend on moneyness?
Awarded May 2 at 20:36
How do I use machine learning to build a credit scoring model?
Awarded May 2 at 16:06
Does AI-based trading assume efficient market hypothesis?
Awarded Apr 19 at 0:16
What is a Brownian motion "under the risk-neutral measure"?
Awarded Apr 18 at 0:47
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Apr 11 at 7:16
Determine the carry of a treasury bond futures contract?
Awarded Mar 31 at 19:26
Intuitive explanation for expectiles
Awarded Mar 25 at 21:41
Volatility adjustment for SOFR/OIS caplet referencing LIBOR vol
Awarded Feb 8 at 8:25
Optimizing a portfolio of ETFs
Awarded Feb 5 at 6:20
Intuition for Stock Price Numeraire Drift
Awarded Feb 3 at 2:35
Why is a variance swap long skew?
Awarded Feb 2 at 12:46
How to measure contango?
Awarded Jan 31 at 17:21
American Call: when it's European?
Awarded Jan 21 at 18:06
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Awarded Jan 6 at 22:53
How to Bloomberg compute the implied Yield ? What is FX swap basis spread?
Awarded Jan 6 at 0:25
Inflation effect on FX rates
Awarded Jan 5 at 14:56
Difference between 5Y breakeven inflation and 5Y5Y inflation forward?
Awarded Jan 5 at 14:56
Different volatility surface ( Local vol, Stochastic vol etc.)
Awarded Jan 3 at 1:33
What are the best Journals & Conferences in Quantitative Finance?
Awarded Dec 29, 2023 at 0:11
Delta Hedging with fixed Implied Volatility or floating Implied Volatility?
Awarded Dec 17, 2023 at 17:26
What is the best alternative of Quantlib library
Awarded Dec 15, 2023 at 2:25
Convexity adjustment for a forward swap rate
Awarded Dec 14, 2023 at 17:42
Daily realized volatility and true daily volatility
Awarded Dec 2, 2023 at 10:26
Do we use the Nelson-Siegel model to calculate the yield curve?
Awarded Nov 20, 2023 at 16:56
Fama-French factor model: why mimicking portfolios?
Awarded Nov 18, 2023 at 9:07
FX forward with stochastic interest rates pricing
Awarded Nov 6, 2023 at 18:08
Calculating Bollinger Band Correctly
Awarded Oct 22, 2023 at 17:10
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Sep 27, 2023 at 10:51
Are Futures exactly Delta One?
Awarded Sep 24, 2023 at 15:42
Why is a variance swap long skew?
Awarded Sep 22, 2023 at 12:57
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Sep 13, 2023 at 19:32
Efficient way to store orderbook in Python
Awarded Sep 13, 2023 at 13:06
Risk Neutral Probability
Awarded Sep 13, 2023 at 9:31
Different versions of sticky strike, moneyness and delta
Awarded Aug 22, 2023 at 19:45
Simple example of a funding valuation adjustment?
Awarded Aug 7, 2023 at 2:26
Price of bond future, given a specific interest rate?
Awarded Aug 5, 2023 at 2:37
What is gamma to do with realized volatility?
Awarded Aug 4, 2023 at 23:16
Online sources for quantitative finance research
Awarded Aug 1, 2023 at 14:42
Setting the r in put-call parity?
Awarded Jul 27, 2023 at 22:19
Why are FRA/futures convexity adjustments necessary?
Awarded Jul 27, 2023 at 12:57
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Awarded Jul 25, 2023 at 22:08
Book/ Articles recommendation for Volatility models
Awarded Jul 13, 2023 at 2:09
Conceptual explanation of the relationship between gamma and vega plotted against delta for a European call option
Awarded Jul 1, 2023 at 12:07
where can I get a list of all yahoo finance stocks symbols
Awarded Jun 25, 2023 at 9:35
Three mathematical mistakes in Black-Scholes-Merton option pricing?
Awarded Jun 15, 2023 at 19:06
What is a stationary process?
Awarded Jun 15, 2023 at 16:08
Black-Scholes formula producing a negative number for a Call Option
Awarded Jun 15, 2023 at 7:10
What is the point of mental arithmetic tests?
Awarded Jun 12, 2023 at 11:17
What is the point of mental arithmetic tests?
Awarded Jun 12, 2023 at 5:09
Markowitz Eigenvalues & PCA
Awarded Jun 8, 2023 at 23:26
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