A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
|Type to find tags:|
||exotics× 16||delta-hedging× 16|
off topic. Please see past questions and read the FAQ before posting with this tag.
|coherent-risk-measure× 15||exchange× 15||interactive-brokers× 15|
||performance× 15||performanceanalytics× 15|
|sde× 14||transaction-costs× 14||intraday× 14||
The [Kalman filter], also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccurac…
The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions …
|funds× 14||convertible-bond× 14|
|covariance-matrix× 14||default× 14||arma× 14||banks× 14|
|asset-returns× 13||bond-yields× 13||benchmark× 13||default-probability× 13|
The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
|diversification× 13||delta× 13||financial-engineering× 13|
|european× 13||excel× 13||log-returns× 13||leverage× 13|