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Active 1 Bountied Hot Week Month
11 votes
6 answers
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Quantitative Finance Interview: Brainteaser Question/Birthday Problem

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Garry
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1 answer
11 views

Basel FRTB Vega Sensitivity for Market Risk Capital Standardised Approach

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0 answers
6 views

Estimating various outputs using PCA from various features

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Borla312
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0 votes
2 answers
41 views

How to estimate the change in risk free yields curve based on equity returns?

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Dimitri Vulis
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0 votes
0 answers
14 views

Is there a market cap equivalent for Options Contracts?? (Newbie to Options)

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0 answers
9 views

How express our bullish views on the credit options market?

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2 votes
1 answer
95 views

Heston Model Sensitivity Qualitative Property

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0 votes
0 answers
19 views

FX modelling in the real-world measure, $\mathbb{P}$ and its correlation to indices

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0 answers
18 views

Bootstrapping Par Curves from Spot and their values with respect to each other

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Soham
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1 vote
1 answer
365 views

Binomial tree with time dependent volatility

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19 views

Do bias adjustments make sense in the context of measuring realized volatility to compare to implied volatillity?

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4 votes
3 answers
278 views

Random Brownian Simulation Startling Results

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7 votes
4 answers
6k views

Price a forward contract on a zero-coupon bond

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0 votes
1 answer
24 views

Coin flip 5 heads in a row how much would you pay interview question

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