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38 Answers

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

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2,225 Reputation

+5	Law of an integrated CIR Process as sum of Independent Random Variables
+30	How to use Itô's formula to deduce that a stochastic process is a martingale?
+25	Non-arbitrage theory and existence of a risk premium
+5	What is the implied volatility skew?

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9 Questions

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18	How to show that this weak scheme is a cubature scheme?
10	Cross Currency Swap Pricing in nowadays environment
10	Law of an integrated CIR Process as sum of Independent Random Variables
10	Model Validation Criteria
9	What is the implied volatility skew?

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57 Tags

26 monte-carlo × 5	12 options × 3
24 risk × 4	11 interest-rates × 3
24 itos-lemma × 3	10 black-scholes × 7
21 var × 3	10 stochastic-processes × 3
18 stochastic-calculus × 6	10 modeling × 2

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$Mathematics Stack Exchange$	Mathematics	1,506 rep	1311
	Area 51	226 rep	14
	Personal Finance & Money	101 rep	1
	Japanese Language & Usage	101 rep	1

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