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Quantitative Finance

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First retag.
Awarded 190 times.
Infer implied volatility skew/smile from implied distribution
Awarded Feb 20 at 3:41
Long Gamma vs Vega
Awarded Feb 16 at 2:40
Why does the EUR/USD exchange rate is in fact USD/EUR from a mathematical point of view? Why finance does not use the mathematical notation?
Awarded Jan 26 at 17:21
Adjusting the p-value of a strategy for number of parameters
Awarded Nov 25, 2023 at 19:02
Use of AI in portfolio optimization [closed]
Awarded Nov 4, 2023 at 1:51
Markowitz Eigenvalues & PCA
Awarded Oct 22, 2023 at 11:47
Breeden-Litzenberger formula for risk-neutral densities
Awarded Jun 21, 2023 at 13:40
Total Return on Bond [closed]
Awarded Jun 2, 2023 at 20:41
(post deleted or otherwise unavailable)
Awarded May 18, 2023 at 9:03
Cash flow mapping on multi curve framework
Awarded May 7, 2023 at 12:45
(post deleted or otherwise unavailable)
Awarded Apr 27, 2023 at 20:21
Bartlett's delta gives wrong signs for calls and puts
Awarded Apr 10, 2023 at 0:30
What is C++ used for when writing code at High Frequency Trading firms?
Awarded Jan 9, 2023 at 10:55
In Carr-Madans option pricing method, why do they use FFT?
Awarded Nov 30, 2022 at 13:01
Returns and logreturns differences
Awarded Jul 29, 2022 at 18:34
Cointegration between crypto markets
Awarded Jul 7, 2022 at 14:42
(post deleted or otherwise unavailable)
Awarded Mar 16, 2022 at 18:41
Backtest Results needed to Model Validate my Modern Portfolio Theory model
Awarded Feb 5, 2022 at 18:26
(post deleted or otherwise unavailable)
Awarded Nov 8, 2021 at 23:48
LIBOR rate and eurodollar futures
Awarded Aug 31, 2021 at 7:47
Options On Earthquakes
Awarded May 16, 2021 at 5:55
Identify Iceberg Orders
Awarded Apr 18, 2021 at 23:57
OIS Fixed Rate - how to calculate on trade booking?
Awarded Apr 9, 2021 at 0:33
Where can I find recent tables with the average cumulative default rates?
Awarded Mar 15, 2021 at 18:36
(post deleted or otherwise unavailable)
Awarded Feb 24, 2021 at 10:41
(post deleted or otherwise unavailable)
Awarded Jan 30, 2021 at 8:04
Without Bloomberg, how can retail investors know how many shares have been shorted daily?
Awarded Jan 29, 2021 at 10:26
How to download all tickers listed in the Tokyo stock exchange?
Awarded Jan 3, 2021 at 15:35
C++ code Thomas algorithm for solving a pentadiagonal Ax=b [closed]
Awarded Dec 29, 2020 at 19:18
Exposure At Default: Calculating the present value
Awarded Nov 29, 2020 at 18:40
modelling FX with crosses: USD conversion on entry and exit, or just exit?
Awarded Nov 15, 2020 at 15:34
Characterizing distribution of a stochastic intergal
Awarded Oct 13, 2020 at 12:18
Difference between a warrant and an option?
Awarded Aug 25, 2020 at 1:47
Retrieval of MSCI factor index performance data from the web
Awarded Aug 9, 2020 at 1:10
How can we estimate new stock price after a large purchase?
Awarded Jul 28, 2020 at 17:33
Is non-linear correlation problematic in financial time series prediction?
Awarded Jun 29, 2020 at 22:31
(post deleted or otherwise unavailable)
Awarded Jun 18, 2020 at 21:36
How can we estimate new stock price after a large purchase?
Awarded Jun 10, 2020 at 14:20
(post deleted or otherwise unavailable)
Awarded Jun 9, 2020 at 11:46
bank issuing structured products
Awarded May 27, 2020 at 1:56
(post deleted or otherwise unavailable)
Awarded Apr 16, 2020 at 9:45
Calculation of portfolio beta (CAPM)
Awarded Apr 5, 2020 at 10:40
Trouble understanding Notation in Stochastic Calculus (wedge symbol ∧)
Awarded Mar 29, 2020 at 17:10
Quantum Mechanics and Economics... What
Awarded Mar 25, 2020 at 8:00
Boundary for European Put Option
Awarded Feb 19, 2020 at 8:15
Probability of interest rate hike using 30 and 60 day rates [closed]
Awarded Jan 28, 2020 at 5:45
Which finance models have enjoyed particular success in recent years?
Awarded Dec 5, 2019 at 10:10
(post deleted or otherwise unavailable)
Awarded Dec 5, 2019 at 10:10
What is the stock price expectation?
Awarded Oct 15, 2019 at 22:55
How to conduct an event-study for a single index (i.e the DJIA) with multiple events
Awarded Aug 30, 2019 at 18:45
SARIMA+GARCH model
Awarded Aug 27, 2019 at 8:25
Baxter and Rennie: A question on Notation
Awarded Aug 5, 2019 at 11:00
Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Awarded May 8, 2019 at 8:35
GARCH(1,1) one-step ahead volatility forecast biased, higher than Parkinson's HL volatility
Awarded May 6, 2019 at 9:45
Log of square of Geometric Brownian Motion
Awarded Apr 25, 2019 at 7:35
What happens in the binomial model if the real-world probability is $0$
Awarded Apr 9, 2019 at 8:20
Detecting leading stocks using lag correlation
Awarded Feb 13, 2019 at 9:30
Barrier Option from binomial tree
Awarded Feb 1, 2019 at 9:50
(post deleted or otherwise unavailable)
Awarded Dec 31, 2018 at 19:10
VXX Put pricing
Awarded Dec 17, 2018 at 9:00
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