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:|
|wienerprocess× 13||visualization× 12||black-scholes-merton× 12||
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).
|covariance-estimation× 12||discounting× 12||kurtosis× 12||
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…
|girsanov× 12||historical× 12||ois-discounting× 12||merton-model× 12|
|minimum-variance× 12||mean× 12||
a financial model of interest rates. It is used for pricing interest rate derivatives. The quantities that are modeled are a set of forward rates (also called forward LIBORs)…
|skewness× 12||stochastic× 12||
forecast the prices direction based on the past market data study.
|statistical-significance× 11||risk-free× 11||reuters× 11||rebalancing× 11|
|markov× 11||quote× 11||proof× 11||
Homework questions for students studying Quantitative Finance or a similar subject.
|forecast× 11||continuous-time× 11||annualized× 11||
A market anomaly (or market inefficiency) is a price and/or rate of return distortion on a financial market that seems to contradict the efficient-market hypothesis, as conceived by Fama (1970) in his…
|adjusted× 10||barrier× 10||basel× 10||counterparty-risk× 10|