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Quantitative Finance

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Awarded 15 times.
What are the quantitative finance books that we should all have in our shelves?
Awarded Mar 14 at 8:09
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Awarded Feb 20 at 21:25
Option Pricing for Illiquid case
Awarded Jan 28 at 11:47
Machine Learning vs Regression and/or Why still use the latter?
Awarded Dec 8, 2023 at 22:32
Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
Awarded Oct 3, 2023 at 17:57
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Sep 14, 2023 at 7:42
Why aren't econometric models used more in Quant Finance?
Awarded Jul 29, 2023 at 8:10
How should I store tick data?
Awarded Jun 8, 2023 at 2:21
What are the recent quantitative finance papers we should all read?
Awarded Feb 17, 2021 at 23:21
Is R being replaced by Python at quant desks?
Awarded Dec 12, 2019 at 22:15
Ultra-High Frequency Trading Help
Awarded Dec 12, 2019 at 22:15
Efficiently storing real-time intraday data in an application agnostic way
Awarded Sep 18, 2018 at 16:35
Choosing programming language for the next generation of a pricing library [closed]
Awarded Aug 2, 2018 at 22:45
How do you evaluate a covariance forecast?
Awarded Feb 9, 2018 at 14:24
Why is C++ still a very popular language in quantitative finance? [closed]
Awarded Jan 10, 2012 at 12:24