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
tag has no wiki summary.
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
recently active bdt questions feed
unanswered question tagged
Hot Network Questions
Is it ethical to blog about your publications to circumvent journals?
Can you theoretically have AC with frequency less than 1 Hz?
Do professionals really never use a 24-70 lens?
Russian idiom for redundancy
What was the entropy of the universe at the time of the Big Bang?
what does it mean, when a girl tells a guy, "sounds like a catch"
If consecutive elements commute each other, does it mean that all of them commutes with each other?
May Jews sell wine to Christians for them to use in their religious ceremonies?
How much heat from a fire actually warms your home?
What is Starfleet protocol for disposing of an unclaimed body?
Why does heat lose its energy as we get further away?
Physics & derivatives written in a weird way
Is it appropriate for a PhD student to write reference for a PhD applicant?
Can US citizens go to Cuba freely and vice versa after the recent diplomatic relation restoration?
glm in R - which pvalue represents the goodness of fit of entire model?
Create an array with repeated numbers
How can I rotate an object's coordinate system without rotating the object?
yes is 91 lines long
Sum over multiple indices
Add axis label to bar chart using tikz
How to divide two lengths and get a result as an integer?
PowerOn failure after import from Workstation 10 to esxi 5.5
The Thirteenth Arrow
Why are raster images still used when vector images have so many advantages?
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