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dec 17 at 10:26
How to build an electricity portfolio for an electricity production company? — bonCodigo 1548
dec 17 at 1:40
What are the best Journals & Conferences in Quantitative Finance? — user815423426 1935
dec 14 at 18:15
Annualized Covariance — Fred 82
dec 13 at 16:49
Collecting Data such as the relationship data from http://investing.businessweek.com [closed] — JHAWN 71
dec 13 at 16:19
Applying interest rate shocks under Solvency II — m_099 162
dec 12 at 11:09
Probability of trade's exit orders being triggered in random-walk market — Marven 83
dec 11 at 6:35
Mortgage prepayment regression model [closed] — Andrew K 41
dec 10 at 17:28
hedging two bonds in different currencies with FX forward — user3378 373
dec 9 at 16:58
How to do performance attribution for a few characteristics? — wwokkie 42
dec 7 at 21:42
Model-implied yield spread on corporate bonds — Abhishek Jain 211
dec 7 at 19:12
Opimization on a Bond Portfolio — gabriel 334
dec 7 at 6:12
Risk management insurance (Solvency II / MaRisk) — Chris 1112
dec 5 at 18:11
Estimating two normal random numbers with one equation — user1141785 1162
dec 5 at 7:40
What advanced statistical techniques are quant researchers using? [closed] — Marvin 112
dec 4 at 8:35
What is the average stock price under the Bachelier model? — Prakhar Mehrotra 282
nov 30 at 13:49
desk's performance — joe bar 111
nov 29 at 2:54
Bootstrapping first, then data mine? — Julia Flores 211
nov 28 at 20:14
Treasury Bond Yield Curves in R — natorro 84
nov 28 at 5:53
Black-Scholes American Put Option — Lost1 1576
nov 26 at 22:26
How to calculate a the PFE for a Swaption? — juinisoi78 61
nov 26 at 15:36
Does entropy pooling apply to distributions with time-varying drift? — Bytesize 763
nov 22 at 19:50
When does delta hedging result in more risk? — Will Best 362
nov 22 at 14:35
Performance Stats of Pairs Trades — Craig 313
nov 22 at 9:34
How to simulate stock prices with a Geometric Brownian Motion? — user1690846 1196
nov 17 at 15:17
Where can I find corporate bond spreads? — Kuds 111
nov 16 at 17:45
Does mean reverting imply mean stationary? — jc131 211
nov 15 at 23:02
What kind of return can an average algorithmic trading firm achieve today? — user1748356 1113
nov 15 at 18:02
Why is the CAPM securities market line straight? — justin-- 2505
nov 14 at 15:11
Measuring unbiased estimator for variance with RMSE? — griffin 1161
nov 13 at 14:41
Combining Mulitple Forecasts? Budged Constraints? — Stewart Charles 211
nov 12 at 15:18
Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? — Omar 334
nov 12 at 15:18
Backtesting benchmark / control test design — Autowealth 362
nov 11 at 10:27
How to group mutual funds by volatility? — Tomás Ayala 132
nov 9 at 1:51
Version of Girsanov theorem with changing volatility — adam 362
nov 5 at 15:03
How do I evaluate the suitability of a GARCH model? — breezeintopl 162
nov 3 at 22:51
Do taking in account the CSA create convexity effects in your stripping? — BlueTrin 3017
nov 3 at 8:39
How do you synthesize a probability density function (pdf) from equally weighted price data? — montyhall 175
nov 2 at 15:46
Generate tick data from candlestick — Femto Trader 162
oct 31 at 16:40
Coin Toss System — Shelagh 393
oct 28 at 14:29
Conditional or unconditional volatility? — Jase 358111
oct 27 at 11:38
Volatility models using Rugarch — Evelyn 211
oct 25 at 19:13
Creating a doubling and halving position — felme 163
oct 25 at 19:13
Where can I find exercises on building a project finance spreadsheet? — EnergyNumbers 290114
oct 25 at 15:53
Using alpha to evaluate trading strategy — user3156 111
oct 25 at 5:28
Probability Density of Returns of Bonus Certificates — arbman 111
oct 24 at 12:37
Sources of Machine Readable News — gamerx 1605
oct 23 at 5:52
What is Heston's equation? — nikita2 1242
oct 23 at 0:57
self-consistent parametric form for equity implied volatility — Strange 35414
oct 21 at 20:52
.NET statistical packages recommendation — user3131 61
oct 21 at 20:52
How to calculate probability of touching a take-profit without touching a stop-loss? — sol2 161
oct 21 at 15:07
Alternative liquidity measures — p_giannuzzo 361
oct 18 at 4:42
Construction of “vol of vol” — user13783 112
oct 17 at 13:02
How to transform process to risk-neutral measure for Monte Carlo option pricing? — airguru 311
oct 16 at 14:32
Does Interactive Brokers (IB) have a Web friendly API? — jsinghfoss 1111
oct 15 at 14:36
Minimum variance hedge with more than one asset — ganesh 61
oct 15 at 11:11
Multi Factor Credit Risk Models — VaR 362
oct 14 at 20:06
Statistical significance of trading systems that use indicators with long lookbacks — andy 262
oct 14 at 10:56
(post deleted or otherwise unavailable) — randomblue 1195
oct 10 at 3:27
CARA Utility function expected utility — fernandosuarezm 61
oct 9 at 15:27
How do I model risks for specific short-term short calls in a portfolio with limited data? — user3079 183
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