Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Applicability of PCA to get historical volatilities to calibrate interest rates trees
My question in short is as follows: can I take main principal component of historical covariance matrix and use it as historical volatilities when fitting a binomial tree? Here's more detailed ...
Jun 20 '13 at 10:28
newest bdt hullwhite questions feed
Putting the Community back in Wiki
Hot Network Questions
When does a cohomology class induce an isomorphism between homotopy groups?
Why can't I create a master-detail relationship between Product and my custom object?
cd .. on root folder
Another even Fibonacci numbers implementation
Optimal strategy for the Rope Climbing Game
Determining the element that occured the most in O(n) time and O(1) space
What's it called when you lose contact with reality when watching a movie?
Can you get sucked tight on a planes toilet?
Should I be able to log into a locked out active directory account by disabling internet connectivity?
Search vs. Look Up
Why hasn't NASA planted a stationary lab on Mars yet?
Abandoning vs. further pursuing a rejected paper?
is "release date" grammatically correct?
Is there an outdoor place I can take my cat to run around in L.A.?
Is the exact value of a 'p-value' meaningless?
How can I create a password that says "SALT ME!" when hashed?
Reasons for using ILS approach on a clear day
Why are laptop screens sized the way they are?
Help!! How to do square root!
Is having a sibling better for a child?
What female mathematician can I introduce to my High School students?
Python 2.7: Why dict can be unpacked as a tuple?
Filter terminal command to text file
Expression "How far did we drive?"
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0