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|hullwhite× 10||interpolation× 10||fundamentals× 10||financial-engineering× 10|
are off topic. Please see the FAQ before posting. This site is intended for professionals and academics. Students: questions must be at a Master in Quantitative Finance…
a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent/model the structure of dependence between random variables, separately from the margin…
|commodities× 9||order-handling× 9|
|put-call-parity× 9||price× 9||leverage× 9||
|yahoo× 9||transaction-costs× 9||value-at-risk× 9||skewness× 8|
|short-selling× 8||spx× 8||log-returns× 8||convertible-bond× 8|
|cds× 8||delta-hedging× 8||delta-neutral× 8||credit-risk× 8|
|banks× 8||basket× 8||benchmark× 8||
a method or process that practitioners recognize (usually through experience and research) as being more effective at getting the job done than other methods (or processes).
|kalman× 8||investment× 8||history× 8||
High frequency (or ultra high frequency) data cannot be used as continuous regularly sampled time series to build estimators of: volatility, traded volumes, correlations, etc...