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-1 votes
0 answers
13 views

APIs for equity price and fundamental data [duplicate]

0 votes
0 answers
24 views

How to calculate the discount factors for two deposit in a interest rate curve

1 vote
0 answers
26 views

Proving that the return from the butterfly spread is nonnegative

0 votes
0 answers
52 views

How could I solve the following optimization problem?

0 votes
0 answers
23 views

Book recommendation for economic data realeases and their Impact on markets? [closed]

0 votes
0 answers
22 views

FX exposure generated by FX option for two foreign currencies

1 vote
0 answers
22 views

Updated Methods for deriving the "front month equivalent" series in commodities derivatives

2 votes
1 answer
90 views

Intraday Historical Data: CME S&P 500 E-Mini Futures [duplicate]

2 votes
2 answers
136 views

MBS benchmarking

1 vote
1 answer
56 views

Pricing Quantos with Local-Stochastic Volatility model

0 votes
0 answers
33 views

Profitability and Investment factors of Fama French [closed]

0 votes
1 answer
31 views

Markit CDS price data

3 votes
1 answer
116 views

Derivation of optimal portfolio weights using Risk Budgeting approach

0 votes
0 answers
31 views

Monte Carlo time grid, best practices

1 vote
1 answer
54 views

discounting with inflation? [closed]

0 votes
0 answers
34 views

What is the margin requirement for a dollar neutral long short portfolio

0 votes
1 answer
58 views

posting US treasury as collateral

1 vote
0 answers
42 views

what does correlation $\rho$ means in surface SVI?

0 votes
0 answers
38 views

Trading options - risk adjusted return

1 vote
0 answers
85 views

How to Maximize Portfolio Sharpe Ratio using Lagrange Multipliers in a Factor Model

0 votes
1 answer
64 views

Python yield curve bootstrapping equivalent to Matlab IRDataCurve.bootstrap

0 votes
0 answers
25 views

The rules governing trading and exchanges [closed]

0 votes
0 answers
39 views

Is it better to pay \$1 today or \$1 tomorrow? [closed]

2 votes
1 answer
268 views

Gamma for a basket option in Python - Finite Differences vs. AAD Autograd library using Heaviside Approximation

0 votes
1 answer
57 views

Estimate Open, High and Low prices from bid, ask and close prices

1 vote
0 answers
80 views

How fast is the forex market regenerated?

0 votes
0 answers
21 views

QuantLib: How to bootstrap Yield Curve using 3M futures - Python

0 votes
0 answers
31 views

QuantLib: How to bootstrap Yield Curve using 3M futures [closed]

0 votes
1 answer
40 views

Black Scholes PDE explicit Scheme

2 votes
0 answers
72 views

Exact delta-hedging for endogenous payoffs

0 votes
0 answers
18 views

Free historical data for options [duplicate]

0 votes
1 answer
56 views

If American Options always have positive time value, how can it be optimal to exercise an American Put early? [duplicate]

5 votes
1 answer
222 views

Comparison of the American and European call deltas

1 vote
0 answers
39 views

What does Fama-Macbeth regression model alpha (intercept) measure?

0 votes
0 answers
47 views

Exploring order cancellation techniques in high-frequency market making

0 votes
0 answers
33 views

How one can to specify an integration domain in the Black-Scholes model from Figure? [closed]

2 votes
1 answer
181 views

Trade price and settlement price

0 votes
0 answers
15 views

Investment return based on stock price adjustments [closed]

0 votes
0 answers
35 views

constant dollar Gamma for variance swap

6 votes
2 answers
336 views

Fama-French factor model: why mimicking portfolios?

0 votes
0 answers
31 views

What is the intuition behind the VIX formula offset term [duplicate]

2 votes
0 answers
99 views

Naive Diversification under mean variance

0 votes
0 answers
30 views

How to hedge a dual digital option

0 votes
0 answers
28 views

Job seeking after getting an Bachelor and Master Degree [closed]

3 votes
1 answer
134 views

Does skew flatten with a decline in volatility?

0 votes
1 answer
41 views

Implementing GARCH(2,2) QMLE: where does the data (squared returns) come into play? [closed]

0 votes
0 answers
40 views

How do I express price index mathematically? [closed]

0 votes
0 answers
19 views

Realized Volatility Calculation of a stock in Python [closed]


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