Matt Wolf

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location Tokyo, Japan
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visits member for 1 year, 2 months
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179 Answers

newest activity votes
3
Imputed values in a multi-index
3
Statistical significance of a pair trading strategy
3
Other means of calibrating Heston models
3
How to determine the prices computationally?
3
What is the clean price and dirty price of a risky bond?
3
Early execise of American Call on Non-Dividend paying stock.
3
BS and delta hedging questions
3
How to interpret/use VaR and Standard Deviation?
3
what is the implied volatility on a basket of options
3
How to cluster ETFs to reduce cardinality for portfolio selection
3
hedging two bonds in different currencies with FX forward
3
What kind of return can an average algorithmic trading firm achieve today?
3
How do you explain the volatility smile in the Black-Scholes framework?
3
Generate tick data from candlestick
3
Coin Toss System
3
Drawdown calculation for strategies
3
How to develop journeymanship and mastery in the field Quantitative Finance?
3
What are the common trading systems for hedge fund automated trading?
3
Methods for distributing cash into allocation
3
Tick data collection
2
Hedging differences between equity and index options?
2
changes in open interest vs changes in underlying volume
2
Central Limit Theorem and Lévy processes
2
Comparing Cash Equivalent of risky portfolios
2
volatility Table and BS formula
2
Fair swap rate of an amortizing swap
2
Is there an Australian Interbank Rate?
2
OTC Equity Options' Dynamics
2
American Option price formula assuming a logLaplace distribution?
2
Multiple Discrete Dividends
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