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36 Answers

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11	What is the difference between the methods for calculating VaR?
9	Monte carlo methods for vanilla european options and Ito's lemma.
9	What concepts are the most dangerous ones in quantitative finance work?
8	What is Ito's lemma used for in quantitative finance?
8	Paradoxes in quantitative finance

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1,971 Reputation

+5	Convexity of BS Equation for Call and Put
+5	Model Validation Criteria
+10	Cross Currency Swap Pricing in nowadays environment
+5	Cross Currency Swap Pricing in nowadays environment

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9 Questions

votes activity newest

13	How to show that this weak scheme is a cubature scheme?
10	Model Validation Criteria
9	Fundamental Theorem of Asset Pricing (FTAP)
8	Cross Currency Swap Pricing in nowadays environment
8	Law of an integrated CIR Process as sum of Independent Random Variables

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59 Tags

24 risk × 4	10 stochastic-calculus × 4
23 monte-carlo × 5	10 interest-rates × 3
21 var × 3	9 black-scholes × 7
19 itos-lemma × 3	9 modeling × 2
11 options × 3	7 stochastic-volatility × 3

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5 Accounts

	Quantitative Finance	1,971 rep	412
$Mathematics$	Mathematics	1,178 rep	128
	Area 51	226 rep	14
	Personal Finance and Money	101 rep	1
	Japanese Language and Usage	101 rep

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Suffrage	Critic
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643 Votes Cast

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