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Nov
2
revised How to interpret this CDS spread sensitivity pattern?
added 48 characters in body
Nov
2
revised Why is the time value of an option mathematically always positive?
added 11 characters in body
Nov
2
revised How to calculate a hypothetical minimum-variance point?
added 5 characters in body
Nov
2
revised How to calculate a hypothetical minimum-variance point?
added 4 characters in body; edited title
Oct
29
revised How to compute the stochastic integral of log-normal process?
deleted 23 characters in body; edited tags; edited title
Oct
29
revised How to add buy/sell market on a long/short Bollinger Bands graph in python?
edited title
Oct
28
revised How to optimize a portfolio using skewness?
added 4 characters in body; edited title
Oct
28
revised How to perform portfolio optimization with user-defined expected return and variances using R?
added 9 characters in body; edited tags; edited title
Oct
28
revised Are commodities a real assets or a physical assets?
added 11 characters in body; edited title
Oct
28
revised What are the pros and cons of historial and Gaussian approaches to VaR?
deleted 8 characters in body; edited title
Oct
28
revised How to use Euler discretization for this interest rate model?
edited tags; edited title
Oct
27
revised Why does the valuation of the floating leg of a swap only use the next payment?
edited title
Oct
27
revised Why does the valuation of the floating leg of a swap only use the next payment?
added 8 characters in body
Oct
26
revised Asset pricing - Technology
deleted 9 characters in body
Oct
26
revised How to get the IMM dates in Python for a given symbol?
added 4 characters in body; edited title
Oct
26
revised What methods are there for showing a time series is mean reverting?
added 100 characters in body; edited title
Oct
26
revised Is there an implementation of VAR-EGARCH model in R or Stata?
deleted 35 characters in body; edited tags; edited title
Oct
26
revised Where can I find data source for structural models?
deleted 28 characters in body
Oct
26
revised How to retrieve and format futures data for use in regression/time series models?
edited title
Oct
26
revised How to fit a copula to empirical data?
added 116 characters in body; edited title