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 hullwhite bdt questions feed
Hot Network Questions
Output the legendary Yggdrasil
Which acid is the most effective against oxidation of avocados?
How can I delete everything after the first column in Notepad++?
Test the convergence of a series
Saying that refers to not going overboard in solving a problem when a simple solution exists
The relationship between a cleric and their deity
"Airplane mode" does not disable GPS... is it safe to use GPS in flight?
What great writers have used conjunctions at the start of sentences?
What happens if I inadvertently set off a personal locator beacon?
Why was it a mistake to come out of hyperspace close to Hoth?
Why do graduate student contracts state "RAs shall work no more than 20 hours per week?"
How to get the current index during a Scan iteration?
Can the distance between 2 non-empty sets be infinite?
Is it allowed to prepare for a game after the round has started?
Why does Numbers hide a huge PNG file in exported Excel sheets?
Is C++14 adding new keywords to C++?
Using 503 page when my site is in maintenance mode
Find the Smoothest Number
Sum of an unorthodox infinite series
An idiom for "beginning in the wrong end"
Why is it natural to look for solutions involving dimensionless quantities?
Did smiling, female Israeli soldiers pose with "We kill Children" placards during Gaza War?
Are voltages discrete when we zoom in enough
Trying to understand == operator with objects
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