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sep 13 '11 at 17:15
Basket equity swap — bharat 685
sep 13 '11 at 16:35
Can the J language be used as an effective alternative to Q/Kdb+? — Louis Marascio 1,682531
sep 13 '11 at 13:03
get live data from national stock exchange [closed] — Martin.kv 992
sep 13 '11 at 8:28
Is the stock price process a martingale or a Markov process? — Andrei 1837
aug 29 '11 at 14:04
How should I estimate the implied volatility skew term when calculating the skew-adjusted delta? — unclepaul84 22315
aug 29 '11 at 2:04
Can one use options on Treasury futures to hedge a portfolio? — user338714 1333
aug 25 '11 at 22:00
How does order fulfillment proceed with larger orders? — Bobbi Bennett 1283
aug 25 '11 at 0:39
Convert returns into an index? [closed] — Belmont 984
aug 23 '11 at 19:01
Is QuantLib more trouble than it's worth? — Pete Wilson 28517
aug 23 '11 at 15:01
How well does CAPM beta track the risk of a particular market relative to world markets? — Pasha 1747
aug 21 '11 at 4:14
What are some quantitative approaches to value investment? — Thomas 3311410
aug 18 '11 at 0:27
Equity Risk Model Using PCA — Rich C 54339
aug 17 '11 at 14:02
What is a Heat Rate Option? — Financial Economist 3614
aug 10 '11 at 23:16
Closed-form formula for approximate maximum duration of a bond? — Ari B. Friedman 22117
aug 9 '11 at 7:41
What are some simple algorithms for hedging vanilla bonds? — Mr Smith 632
aug 7 '11 at 22:05
How does one analyze diversification if stock prices follow a Cauchy distribution? — Searke 1534
aug 7 '11 at 6:19
What would be the impact of the US Credit Rating downgrade on Crude Oil Prices? [closed] — Finance Mentor 1225
aug 2 '11 at 8:43
Where can I find the standard discount curves for the standard CDS model? — Squirrel 1233
jul 27 '11 at 4:23
How can I learn about the quantitative aspects of market making in illiquid single stock options? — Soham 1484
jul 22 '11 at 18:38
What is the ideal ratio of in-sample length to out-of-sample length? — Tal Fishman 6,74021154
jul 22 '11 at 14:48
How to calculate equivalent futures position? — sooprise 23515
jul 15 '11 at 17:05
Implementing data-structures in a Limit order book — jordan.baucke 385213
jul 14 '11 at 17:05
Parameters for pricing option on EDF — SpeedBoots 41026
jul 14 '11 at 14:54
Please Explain the Debt to China [closed] — Robert 1104
jul 8 '11 at 8:04
QuantLib and exact numerical simulation — user3296 20314
jul 7 '11 at 19:39
How to calculate expected return based on historical data for Mean Variance Analysis — miggety 12917
jun 24 '11 at 1:52
How can I quantitatively test the validity of momentum indicators? — CptanPanic 382
jun 21 '11 at 8:14
How stressful is work of quants? [closed] — Roman 31939
jun 19 '11 at 16:55
Any known bugs with Yahoo Finance adjusted close data ? — Paul 25328
jun 17 '11 at 7:18
How do I compare implied and historic volatility? — Thomas Browne 232110
jun 6 '11 at 19:59
What is the unit of the Distance to Default measure? — balteo 31227
jun 3 '11 at 9:46
How to generalize the Vickrey auction for two-sided trading? — Ivan 382
jun 1 '11 at 7:44
CFTC CPO Exemptions — Jonathan 1114
may 31 '11 at 18:29
Linear combination of gaussian random variables — Julien 313
may 31 '11 at 17:29
Mean Reversion Time Frame — Add 33615
may 24 '11 at 9:29
Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation? — Gravitas 627313
may 23 '11 at 19:29
How to scale option pricing components in regard to time — rajah9 35325
may 23 '11 at 19:04
What are some useful approximations to the Black-Scholes formula? — knorv 473412
may 21 '11 at 22:18
Modified Durations of Different Noncallable Bonds and function of Maturity — Matt 1382
may 21 '11 at 11:13
Reliable Economic Data on China — Tuva 1284
may 20 '11 at 20:23
What is Quantization ? — TheBridge 2,220721
may 5 '11 at 13:02
Why are options trades supposed to be delta-neutral? — Reverend Gonzo 21317
may 4 '11 at 11:29
What type of investor is willing to be short gamma? — jules 19816
may 3 '11 at 12:49
Commodity hedging in non-financial companies - any literature available? — Kasia 232
may 1 '11 at 7:29
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence — agathocles 482
apr 21 '11 at 20:08
Maximum friction-free trades — Zach 556310
apr 20 '11 at 8:32
How does currency valuation depend on the cash reserve ratio for a country? — prem shekhar 163
apr 15 '11 at 14:27
Forward Adjusting Stock Prices? — user749 1433
apr 14 '11 at 7:52
How do I calculate weighted mean with negative weights? — user722 25317
apr 12 '11 at 10:47
Mean reverting strategies — RockScience 834315
apr 8 '11 at 3:01
FX Tick Data question — Andy Nguyen 49559
apr 7 '11 at 7:11
How to annualize Expected Shortfall? — SRKX♦ 4,699836
apr 4 '11 at 5:20
Financial Products Markup Language — Kinderchocolate 1284
apr 3 '11 at 8:59
Data on US bankruptcy rate vs. standard valuation ratios — joshayers 36814
mar 30 '11 at 18:37
Need historical prices of EUREX American and European style options — GKED 31814
mar 25 '11 at 22:46
What are binomial trees and how are they used? [closed] — Beatrice 247110
mar 23 '11 at 15:10
Option trading API other than Interactive Brokers — Dragan Chupacabric 1535
mar 22 '11 at 10:28
Discrete-time model: stock dynamics — Ilya 756213
mar 19 '11 at 7:22
Using Black-Scholes equations to “buy” stocks — user616 1334
mar 19 '11 at 3:17
Does HFT make sense in a pro-rata market? — Joseph Garvin 1283
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