quant_dev

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29 Answers

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13	What is a martingale?
11	What are the limitations of Gaussian copulas in respect to pricing credit derivatives?
10	QuantLib in industry
7	Setting the r in put-call parity?
6	What C++ math libraries are typically used by quants?

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1,419 Reputation

+20	Why is C++ still a very popular language in quantitative finance?
+10	Setting the r in put-call parity?
+5	Can you fully hedge an option in the presence of counterparty risk?
+10	QuantLib in industry

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11 Questions

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12	Can you fully hedge an option in the presence of counterparty risk?
10	Rate interpolation in Libor Market Model
10	How to detect regime change when estimating asset correlation from historical time series?
9	Cost function for hedging portfolio
8	Quanto CDS modeling

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60 Tags

14 programming × 4	12 valuation × 2
13 martingale	11 software × 2
13 mathematics	10 interest-rates × 5
13 emh	10 quantlib
12 credit × 4	9 options × 4

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	Quantitative Finance	1,419 rep	119
	History	415 rep	8
	Area 51	289 rep	4

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53 Votes Cast

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43	up		12	question		1
10	down		41	answer		1

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