Questions that do not require specific technical expertise in order to answer properly. Questions must be of particular interest and usefulness to professionals and academics to qualify as on topic.
-1
votes
1answer
326 views
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
What constitutes "stealing" when it comes to publicly posted financial data?
I think there are three instances of this that we can individually vet:
a.) you physically broke into a location or ...
0
votes
0answers
128 views
Cost of a trading startegy [closed]
I have a question about the cost process of a trading strategy. Suppose we work in the finite discrete case and holding just one risky asset for simplicity. Let $\phi=(\theta,\eta)$, where $\theta$ ...
-1
votes
1answer
342 views
What statistical tools does a analyst (financial) require? [closed]
I just graduated in engineering where I have a very strong background in pure maths, but unfortunately I didnt study any statistics in my course. I know calculus, probability theory, measure theory, ...
3
votes
1answer
369 views
How to develop journeymanship and mastery in the field Quantitative Finance?
I've read the FAQ and I know that this question may be considered off-topic by the standards set forth but I think a topic such as this is a valid exception. Questions like this one have been ...
7
votes
2answers
355 views
Convexity of BS Equation for Call and Put
I have a simple question.
Is the Black-Scholes Formula convex with respect to Implied volatility parameter $\sigma$ (for calls or put) ?
When I say Black-Scholes I mean for a call the following one ...
15
votes
5answers
2k views
Recommendations for books to understand the math in quantitative finance papers?
Can anyone recommend books that explain the math used in quantitative finance academic papers?
11
votes
3answers
438 views
Empirical or theoretical quant insights that have shaped your thinking?
What are some quant theoretical or empirical insights that have shaped your thinking or provided a deeper conceptual basis for explaining returns and risk?
23
votes
3answers
1k views
What papers have progressed the field of quantitative finance in recent years (post 2000)?
My question is pretty simple: what papers do you feel are foundational to quantitative finance? I'm compiling a personal reading list already, drawn from Wilmott forums, papers referenced in ...
10
votes
5answers
419 views
What benefits are there to employing agile software development methodologies for quants?
Perusing the other SE network sites, particularly Programmers, I often find vigorous support for various agile software development methodologies, particularly the various values known as Extreme ...
-4
votes
1answer
209 views
What is the net premium of a bull spread option? [closed]
Suppose we have the following information for the index $S$:
current price = $ \$1000$
risk free rate $4 \%$ convertible semiannualy
What is the net premium to create a $ \$ 1000- \$ 1050$ bull ...
4
votes
2answers
307 views
What does put-call parity imply about option premiums?
We know that $$C-P = PV(F_{0,T}-K)$$
When we create a synthetic forward, we buy call and sell a put at the same strike price $K$. When we buy the call why do we assume the premium is positive? When ...
13
votes
4answers
1k views
Good quant finance jokes
Have a good quant joke? Share it here. The principle "should be of interest to quants" trumps.
I would be particularly keen to learn jokes which involve some nontrivial finance/mathematics. I am ...
0
votes
0answers
283 views
Trade station and infrastructure [closed]
I'm very curious to hear about the infrastructure and trading station behind the traders who trade professionally. (i.e., workstation, monitors, operating system, software for trading, etc.)
1
vote
2answers
950 views
On my way to becoming a Quant [closed]
I'm currently studying for my undergrad in CS, and considering to do a grad in both CS and Math. I would like to see what you guys would recommend to prepare myself for a field as a Quant. I am ...
