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18h ago
Replicating strategy in the Black-Scholes model — Mark 111
1d ago
Market Exposure and Hedging — NewAlgo 62
1d ago
Optimal mortgage rate strategy — Xodarap 1112
2d ago
pricing of heat rate-linked derivative — yita17 182
2d ago
Is my VaR calculation correct? — Jen Bohold 1135
may 16 at 10:25
How to prove that markets are incomplete under the Stochastic Volatility model? — BillMJ 211
may 15 at 9:27
Overnight Index Swaps — Quantless wonder 111
may 13 at 11:02
Covariance of brownian motion and its time average — zebullon 183
may 12 at 23:33
Is there any reasonable way to short-sell Bitcoin [migrated] — Jani Kovacs 91
may 12 at 19:22
mean variance minimizer — george 61
may 12 at 19:22
Distribution of profit/loss for retail traders in FX — Alexander Chervov 212
may 10 at 12:54
knowing the order of GARCH model — Ashenafi 111
may 9 at 19:59
How does the CME set margin requirements on commodity Futures — Brandon Ogle 111
may 9 at 9:36
Proxy for Expected Economic Growth — tragen907 61
may 8 at 21:18
(post deleted or otherwise unavailable) — enthdegree 1011
may 8 at 6:53
Best way to store hourly/daily options data for research purposes — sashkello 1285
may 7 at 4:13
Rate Distortion Minimization in a Python Clustering Algorithm — Factor3 513
may 6 at 8:57
How to test the efficiency of Exponential Moving Averages as a trading startegy? [closed] — user5257 11
may 5 at 20:14
Event studies using revenue data vs. measuring abnormal returns — Malthus 111
may 5 at 16:53
Quant/Stat Factor Performance Website/Distribution? — Gene 162
may 4 at 22:08
Analyze raw tick data — user1025852 1112
may 4 at 22:08
Portfolio insurance with a coherent risk measure (CVaR) — Najibeh Sadati 111
may 3 at 23:04
What does it mean to adjust for short-run liquidity in finding risk-free rate of return — Puneet Arora 111
may 3 at 17:37
Interpolate option volatility in delta space in R — Alex 1134
may 2 at 20:09
How to determine ratios for mean-reverting basket — user939259 162
may 2 at 6:49
Call vs. Put Option — Remus Stanescu 113
may 1 at 21:37
Data feed API that uses REST? — B Seven 23413
apr 30 at 16:18
Bond curve extrapolation — lemarin 1213
apr 29 at 9:33
Black Scholes Formula for Collar Option — Geraldine 61
apr 28 at 19:38
Philips-Ouliaris test for cointegration — anonymous 111
apr 28 at 11:45
analyze strategy performance with given matrix of weights/time and weekly returns in R — eccehomo 92
apr 27 at 9:32
How to measure if variance is greater at a certain time of day? — simmbot 1062
apr 26 at 18:13
Implied dividend estimation — sets 112
apr 26 at 15:17
Is there an appropriate sequence to tests during model diagnosis? — Eyob Yimer 161
apr 24 at 22:33
Hedging differences between equity and index options? — bubbly 252
apr 24 at 16:27
How is the MESA sine wave calculated? — Dean Shurts 61
apr 24 at 13:51
What is the difference between convertible bond and bond with warrant? — Michael Johansen 182
apr 24 at 11:01
How to simulate correlated Geometric brownian motion for n assets? — Yashvardhan 261
apr 24 at 5:29
Convexity adjustment for a forward swap rate — heli 161
apr 24 at 5:03
Transformation to reduce standard deviation without changing median — james 162
apr 24 at 4:48
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? — Eric Emer 232
apr 22 at 6:00
portfolio optimization with a loop — user2214069 62
apr 22 at 6:00
(post deleted or otherwise unavailable) — Ricardo Altamirano 1014
apr 21 at 17:44
Option vs Equity market-making strategies? [closed] — user997112 1042
apr 18 at 12:42
Resources for finding scholarly research on topics in quantitative finance? — acheong87 20013
apr 17 at 18:59
how do you evaluate an FX market aggregator? — pedro 362
apr 17 at 11:13
Can Central Index Keys (CIKs) issued by the SEC be reassigned? — Till Hoffmann 1263
apr 16 at 16:18
How are option expiration dates decided? — user1106278 132
apr 16 at 14:01
Looking for analysis of NASDAQ suit? — mike 1162
apr 15 at 19:52
How do you know if if an option is priced correctly? — April Crenshaw 183
apr 15 at 8:58
Call option arbitrage opportunity — user72180 234
apr 15 at 8:58
Greeks of Basket — un_montagnard 82
apr 12 at 21:09
How to correctly construct a value- and equally weighted portfolio consisting of property-types? — Maximos 112
apr 12 at 21:09
What does negative gamma mean in APGARCH model? — user5116 111
apr 12 at 21:09
Yield on Fixed income futures — user1449677 61
apr 12 at 10:22
Ito's Lemma - Integrand depends on upper limit of integration — Anonymous 211
apr 11 at 17:27
Modelling long run relationship between dividend and earnings — Fred 61
apr 10 at 17:33
Get intraday data of SAP with google Finance — user5108 111
apr 10 at 17:33
Statistics of difference between two GBMs — sergeivaka 61
apr 10 at 15:53
Auto-correlation of GBM — RRG 183
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