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nov 28 at 15:54
When do Finite Element method provide considerable advantage over Finite Differences for option pricing? — egbutter 1695
nov 28 at 3:12
Black-Scholes American Put Option — Lost1 1576
nov 27 at 14:36
Monte carlo methods for vanilla european options and Ito's lemma. — hoang 1033
nov 26 at 4:41
How to make the final Interpretation of PCA? — Add 33916
nov 22 at 10:34
How to simulate stock prices using variance gamma process? — Ash 28017
nov 22 at 9:54
How to simulate stock prices using variance gamma process? — user1690846 1196
nov 16 at 5:33
(post deleted or otherwise unavailable) — Amir Yousefi 1308
nov 15 at 21:57
What kind of return can an average algorithmic trading firm achieve today? — user1748356 1113
nov 14 at 10:36
What is the connection between default probabilities calculated using the credit rating and the price of a CDS? — ilya.kolpakov 412
nov 14 at 4:16
Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? — Omar 334
nov 5 at 19:31
(post deleted or otherwise unavailable) — Alvin 14
nov 5 at 13:27
How do I evaluate the suitability of a GARCH model? — breezeintopl 162
nov 4 at 5:49
(post deleted or otherwise unavailable) — Jase 398111
nov 3 at 7:08
How do you synthesize a probability density function (pdf) from equally weighted price data? — montyhall 175
nov 1 at 2:35
(post deleted or otherwise unavailable) — cda01 1011
oct 28 at 19:04
(post deleted or otherwise unavailable) — Kinnard Hockenhull 1011
oct 25 at 19:28
Creating a doubling and halving position — felme 163
oct 25 at 3:07
Sources of Machine Readable News — gamerx 1605
oct 24 at 15:52
Equity option portfolio greeks with underlying — mynegation 11
oct 20 at 5:07
Which objective function should I choose to minimize tracking error? — George Wolfe 1113
oct 18 at 15:57
Risk neutral probability in binomial short rate model assumed to be 0.5? — ezbentley 1954
oct 18 at 15:22
(post deleted or otherwise unavailable) — Quartz 3266
oct 18 at 11:02
What are the common trading systems for hedge fund automated trading? — UGPhysics 1031
oct 17 at 19:17
Construction of “vol of vol” — user13783 112
oct 16 at 16:52
Does Interactive Brokers (IB) have a Web friendly API? — Frankie 1115
oct 15 at 7:06
Searching for pairs-trading in sub O(n^2 t) time — justin-- 2505
oct 10 at 2:42
Oscillatory time-series forecasting — Shelagh 393
oct 9 at 11:12
Analyzing tick data — Konsta 32816
oct 9 at 1:22
Trading a synthetic replication of the VIX index — Victor P 354110
oct 5 at 23:49
Rolling window Kendall's tau against APARCH(1,1) correlation — Lisa Ann 1467
oct 5 at 0:18
Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property — boulder_ruby 1144
oct 3 at 15:22
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates? — ikh 2825
oct 3 at 14:22
constructing a minimum variance portfolio — Marie. P. 1654
oct 3 at 12:52
How to calculate equally weighted market portfolio — jeffery_the_wind 1013
oct 2 at 23:26
(post deleted or otherwise unavailable) — pat 3215
sep 30 at 1:45
Solving Path Integral Problem in Quantitative Finance using Computer — Anna Lear♦ 1015
sep 28 at 10:34
What happens if a custodian bank defaults? — assylias 1985
sep 24 at 5:10
Should I use SSAS to store Tick and bar data? — Marc Polizzi 1263
sep 23 at 18:35
normalized accumulation distribution — user994179 1062
sep 18 at 21:11
Unsystematic and systematic risk of a portfolio — John 1,626312
sep 17 at 16:31
Portfolio Greek Exposure Equations — Strange 35414
sep 13 at 15:54
Portfolio Greek Exposure Equations — user1214135 613
sep 7 at 16:57
Observed market price for the August-Greece-paid bonds where the NPV of the bond or of an option? — BlueTrin 3017
sep 6 at 18:56
Question on OptionMetrics: “Strike Price times 1000” differs too much from Index price — Eli 1166
sep 5 at 9:35
Interpolating FX forward points — mpeac 705
aug 29 at 14:41
Indexes/stocks with flat implied volatilities — vanna 1735
aug 28 at 22:14
Why don't options traders use charts? Or do they? — ObscureRobot 1165
aug 27 at 15:19
Modelling with negative interest rates — user7056 939
aug 27 at 12:29
Equivalency of FX forwards and FX basis swaps for risk-management purposes — vanguard2k 65511
aug 24 at 23:36
How are momentum and reversion long/short strategies dynamically combined in trading? — pat 213
aug 23 at 14:31
Sufficient conditions for no static arbitrage — alang 184
aug 22 at 4:12
Appropriate method for calculating negative returns on a trading strategy? — jlowin 4147
aug 15 at 18:12
Meta-view of different time-series similarity measures? — Jagra 2036
aug 14 at 0:20
transaction size and liquidity in simulation of US stocks — eyaler 1316
aug 9 at 18:32
How to develop journeymanship and mastery in the field Quantitative Finance? — Matthew 1615
aug 4 at 20:08
Analyzing an incomplete set of trades — user2303 1075
aug 2 at 12:47
(post deleted or otherwise unavailable) — Neel Basu 1011
jul 31 at 22:00
(post deleted or otherwise unavailable) — Victor 1011
jul 26 at 11:57
Inferring Returns From Minimal Data Points [duplicate] — Aziz 1011
jul 25 at 15:30
Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern? — Alexandre Street 112
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