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Matt Wolf
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5,803
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Tokyo, Japan
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3 hours ago
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182
Answers
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3
How to implement a long-term trade on oil?
2
volatility Table and BS formula
5
how to derive yield curve from interest rate swap?
4
Toy models of asset returns
4
Why C is still in use especially in area of numerical optimization (instead of C++)?
7
Applications of Fourier theory in trading
2
Fair swap rate of an amortizing swap
5
Do futures have predictive value?
1
How to hedge the fixed leg of a swap contract?
1
Leveraged and inverse leveraged ETFs - what is the exact defintion?
2
Is there an Australian Interbank Rate?
5
Why FX Vanilla Options are quoted in volatility
2
OTC Equity Options' Dynamics
1
how to define liquidity in equity, index, and etf options
2
American Option price formula assuming a logLaplace distribution?
1
Computing the Sharpe Ratio
2
Multiple Discrete Dividends
12
Why do we use GARCH(1,1) to predict volatility?
2
Interpretation of PCs
3
how to quantify non-fundamental risk if variance is 100% discounted?
2
Why doesn't a simulated delta hedging process go to zero?
3
How to calculate two-time scale variance?
3
What continous adjustment methods are firms using for futures backtesting?
3
Imputed values in a multi-index
4
time in time series database - UTC or local
1
NYSE binary data, convert to ASCII
2
Daily returns using adjusted close
1
Yield Curve construction
4
Kelly criterion and Sharpe ratio
1
Position management and market-making techniques
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