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1 answer
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For index option pricing which model should be used black 76 or black scholes

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Quantlib Python Yield Curve Construction Inconsistent

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1 answer
12 views

Deferred mortality probabilities (mortality table)

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Compustat Bankrupt Firms' Historical Data

12 votes
6 answers
9k views

How to download all 10-K reports for all companies listed on S&P 500?

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Continuation of GARCH(1,1) without data

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2 answers
109 views

The value of theta of an ATM option is proportional to the volatility, but for OTM/ITM options theta is not proportional to vol, why?

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Ornstein-Uhlnbeck Process with Jumps

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FX Option and Greeks Value in Dollars

3 votes
4 answers
9k views

Is there an equivalent to SEC EDGAR for non-US companies, especially Europe?

11 votes
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How to replicate a digital call option

1 vote
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280 views

How to apply derived beta to daily change?

2 votes
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289 views

Questions about the replicating portfolio in the binomial model

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How is swap rate calculated for a vanilla swap when there is a lag between the trade date and the start date

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