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38 Answers

newest activity votes
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?
8
Local Volatility vs. Stochastic Volatility
7
Skew arbitrage: How can you realize the skewness of the underlying?
7
How useful is Markov chain Monte Carlo for quantitative finance?
7
What approaches are there for stress testing a portfolio?
6
What programming languages are most commonly used in quantitative finance?
6
What is a stationary process?
5
How to use Itô's formula to deduce that a stochastic process is a martingale?
5
How to extrapolate implied volatility for out of the money options?
5
What is a martingale?
5
The Application of Quantitative Finance in Sports Betting
4
Are BSDE's used in practice?
4
What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)?
4
At what point does someone using technical analysis become a Quant?
4
Rate interpolation in Libor Market Model
3
Cross Currency Swap Pricing in nowadays environment
3
Value-at-Risk of the sum of two dependent lognormal random variables
3
Simulating conditional expectations
3
What is the forward rate for a Black-Karasinski interest rate model?
3
Reference on Markov chain Monte Carlo method for option pricing?
3
Which lags or percentiles should be run in a batch when calculating Value-at-Risk?
3
How do practitioners use the Malliavin calculus (if at all)?
3
What is a cubature scheme?
3
Are there any new Option pricing models?
3
What is a “coherent” risk measure?
2
What is the connection between default probabilities calculated using the credit rating and the price of a CDS?
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