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Top Questions

-1 votes
0 answers
41 views

Eulero discretization [closed]

1 vote
1 answer
102 views
+50

Are there optimal portfolio theories than instead of the expected value they were based on the Mode of distributions

0 votes
0 answers
11 views

CENTRAL BANK SWAPS REGULATION

1 vote
1 answer
82 views

Calculation of Total Credit Risk Capital % but seeing lower capital percentage for higher risk band. Is there any correction required?

1 vote
0 answers
17 views

B&S pricing of option with convex transformation

0 votes
1 answer
180 views

PRIIPs Kid MRM Calculations

0 votes
0 answers
14 views

Is it possible to construct an efficient frontier without the mean?

0 votes
0 answers
34 views

How to calculate the log return of portfolio?

2 votes
1 answer
119 views

"Backtesting" from trading signals and historical prices not functioning properly

1 vote
0 answers
10 views

How to calculate the gaussian VaR for a portfolio with 3 corporate bonds and 1 IRS payer?

0 votes
0 answers
11 views

Modelling forward and correlation dynamics for options on the best-of multiple commodity spreads

0 votes
0 answers
15 views

Estimating difference in implied volatility from difference in PV

2 votes
2 answers
110 views

Compute delta from the option price without vol input

-1 votes
3 answers
280 views

Fixed vs float swap interest rate risk

0 votes
2 answers
36 views

Automatically Import Stock Data - Yahoo Finance & Microsoft Excel

1 vote
0 answers
19 views

Assistance understanding relation between the "Bid-ask bounce" and the "Tick rule"+"Quote rule"

6 votes
3 answers
1k views

Convexity of an American put option

1 vote
1 answer
98 views

What is the APT trying to say?

0 votes
2 answers
105 views

Right way to standardize price based features across different stocks for supervised learning

0 votes
0 answers
53 views

Inconsistency between simulation and the probability of a "stock" hitting take profit before stop loss

0 votes
0 answers
104 views

How would the following be priced?

0 votes
0 answers
30 views

Best approach to select strike prices for an Iron Condor?

0 votes
0 answers
33 views

Commodity Futures Cascading in Python

1 vote
1 answer
81 views

Deriving vol of vol from volatility futures price

-1 votes
0 answers
19 views

Correlation Calculations in googlesheet not matching tradingview native corr

-1 votes
0 answers
70 views

Does the usual theory (e.g. Black-Scholes) make sense for FX options?

0 votes
0 answers
46 views

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

2 votes
0 answers
56 views

Marginal Risk Contribution Implementation Questions

0 votes
0 answers
41 views

what exactly is a time bucket? [closed]

1 vote
0 answers
22 views

Betas and weighted average ERP

1 vote
1 answer
52 views

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

0 votes
1 answer
124 views

TradingView STC vs any python STC

1 vote
0 answers
54 views

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

0 votes
3 answers
825 views

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

0 votes
1 answer
27 views

SDE linear combination of stock price

2 votes
1 answer
113 views

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

0 votes
0 answers
25 views

Reasonable way to price swap under realized forwards assumption

1 vote
0 answers
31 views

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

4 votes
1 answer
3k views

Monte Carlo option pricing with R

0 votes
1 answer
131 views

return volatility calculation with respect to different time period

3 votes
0 answers
54 views

Are Black-Scholes Greeks bounded?

2 votes
1 answer
66 views

How to correctly explain the current price action in a trading chart with the Hurst Exponent found?

0 votes
1 answer
78 views

Bloomberg DLIB BLAN in Python

3 votes
1 answer
140 views

When to use a Local Vol model vs Stochastic Vol Model?

3 votes
1 answer
119 views

Question about CAPM Betas - Causes of Beta Movement Query

0 votes
0 answers
19 views

What exactly is revenue leakage?

1 vote
3 answers
144 views

Why are monthly active returns averaged? Should they not be multiplied?


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