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May
6
reviewed Reviewed Modified duration in multi-currency portfolio
May
5
reviewed No Action Needed Stochastic Differentials - Ito's formula for a self-financing portfolio
May
5
reviewed Reviewed Solving a Non-Linear PDE using a Finite Difference Scheme
Apr
30
revised Modelling turnovers with a random walk. Is it right?
Merged non-answer with question.
Apr
29
reviewed Approve What are some useful approximations to the Black-Scholes formula?
Apr
28
reviewed No Action Needed IbPy download historical price data
Apr
28
answered Is spoofing financially risky?
Apr
28
answered Looking for paper: “Simulation and calibration of the HJM model” by Andersen
Apr
28
comment Looking for paper: “Simulation and calibration of the HJM model” by Andersen
The link you found doesn't give much, at least not if I look in the Google Cache.
Apr
28
revised Looking for paper: “Simulation and calibration of the HJM model” by Andersen
Cleaned up the question
Apr
28
reviewed Approve capm tag wiki
Apr
28
reviewed Approve Transforming Variables in Regression
Apr
26
reviewed No Action Needed Calculate CVaR for a portfolio
Apr
26
reviewed Approve Transforming Variables in Regression
Apr
26
revised Clarification of Saturation-Reset Regimes
Fixed formula
Apr
26
answered Good book about replicating portfolios
Apr
26
reviewed No Action Needed Good book about replicating portfolios
Apr
26
comment Clarification of Saturation-Reset Regimes
Hi Tan Dollars, welcome to Quant.SE! I edited the question to make 'article' point to the paper and set some new tags after reading the abstract.
Apr
26
revised Clarification of Saturation-Reset Regimes
Make nice link, fix tags
Apr
26
reviewed Looks OK Braess's paradox in quantitative finance: When optionality leads to lower value…?