Stack Exchange
sign up
|
log in
|
chat
|
meta
|
about
|
faq
Quantitative Finance
beta
Questions
Tags
Tour
Users
Ask Question
olaker
Moderator ♦
less info
meta user
|
network profile
2,303
reputation
2
13
30
bio
website
location
age
visits
member for
2 years, 3 months
seen
11 hours ago
stats
profile views
219
2,303
reputation
bio
website
visits
member for
2 years, 3 months
2
13
30
badges
location
seen
11 hours ago
summary
answers
questions
tags
badges
favorites
bounties
reputation
activity
18
Answers
newest
activity
votes
16
What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
5
Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
5
Is Duration really the slope of the Price-Yield curve?
3
Proof that you cannot beat a random walk
4
If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
12
Setting the r in put-call parity?
2
Better understanding of the Datar Mathews Method - Real Option Pricing
15
What are some useful approximations to the Black-Scholes formula?
9
Most successful investors using academic-based framework?
7
Vanna - any practical uses for risk or pnl attribution purposes?
8
Volatility pumping in practice
12
What is a Quant
15
What is a martingale?
3
What is the implied volatility skew?
8
What programming languages are most commonly used in quantitative finance?
11
What is the intuition behind cointegration?
8
Concentration risk in credit portfolio
15
Transformation from the Black-Scholes differential equation to the diffusion equation - and back
Quantitative Finance Stack Exchange works best with JavaScript enabled
meta user
network profile
