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 pca questions feed
Hot Network Questions
What limits CPU speed?
How to characterize SNR for an extreme high gain amplifier?
How hard should a mathematician work?
Is Jesus avatar of lord Vishnu?
Meaning of “But I repeat myself” in Mark Twain's quote?
How would an X-ray scanner identify a mirror?
SmartTarget Installation - Cannot run kettle job
Admitting financial status in interviews
How to find credible sources for a general reference?
How to shade a single character?
Reading Data from Magento Table and converting it to XML
How you stop 'wget' after it gets a 404?
How do you memorize the meaning of longitude and latitude?
How can I use type-traits to make this array-to-pointer conversion unambiguous?
How to deal with a manager who suppresses your ideas and suggestions and uses them for this personal benefit?
Dynamic programming with Fibonacci
Help me solve my father's riddle and get my book back
Which is faster: while(1) or while(2)?
Isn't Ctrl-Alt-Delete on Linux *really* dangerous?
Is it better to include shipping cost in the product price?
What did I do wrong?
Arbitrary timer on a breach and clear style scenario
How can I make parmesan spreadable?
Making 400k random choices from 400k samples seems to always end up with 63% distinct choices, why?
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