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how can I linearize a constraint of the form sum(min(x(i),y(i))) for a linear optimisation problem?

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what exactly is a time bucket?

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Betas and weighted average ERP

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Marginal Risk Contribution Implementation Questions

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1 answer
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Future price of an index always less than expected index future value?

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237 views

Fixed vs float swap interest rate risk

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Black Scholes continuous/annualized dividend yield

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1 answer
119 views

TradingView STC vs any python STC

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Deviation between spot price and implied spot price of S&P500 mini-futures

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3 answers
818 views

Daily to Monthly Performance Attribution - Getting Effects to equal the Excess Return

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1 answer
19 views

SDE linear combination of stock price

2 votes
1 answer
109 views

How to annualize Sharpe Ratio if monthly returns are serially correlated? Calculation of autocorrelations

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Reasonable way to price swap under realized forwards assumption

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Why does changing the step size in my Binomial Tree changes the final stock prices so much?

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