Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.

Sign up to join this community
Anybody can ask a question
Anybody can answer
The best answers are voted up and rise to the top

Top Questions

1 vote
0 answers
39 views

Default risk and stock price probability distributions

0 votes
0 answers
13 views

Inflation in wealth forecast

0 votes
0 answers
26 views

Is there a reason not to use the Pearson correlation coefficient when assessing the correlation between assets? [closed]

0 votes
0 answers
25 views

Bayesian learning in option pricing [closed]

1 vote
0 answers
29 views

Discounted expectation of generic $\mathbb{C}^2$ function

0 votes
0 answers
26 views

Running several sets of assumptions through a model in excel [closed]

0 votes
1 answer
62 views

Why aren't the prices discounted when futures are marked-to-market? [closed]

1 vote
0 answers
82 views

What are the parameters’ units in the Avellaneda and Stoikov model?

1 vote
0 answers
73 views

In pair trading, we should look into the spread of price or return?

1 vote
0 answers
20 views

How is implied volatility on future treasuries used to expect Forex volatility? [closed]

0 votes
0 answers
48 views

Looking for techniques or tools to add news/technical events to historical price charts

0 votes
1 answer
100 views

Quanto options, domestic = underlying

0 votes
0 answers
53 views

How do you explain consistently making money with discrete hedging a call option?

1 vote
1 answer
131 views

Par rate of Interest Rate Swap

1 vote
0 answers
29 views

What does a non-stochastic limiting shrinkage function mean?

6 votes
1 answer
217 views

Variance of the log returns in jump diffusion with time-varying jump sizes

0 votes
0 answers
16 views

How TO calculate option chain price in different strike? [closed]

1 vote
0 answers
62 views

Speeding up Cutting Edge Quantitative Models on GPUs? [closed]

0 votes
0 answers
13 views

Quantlib issue with BlackVarianceSurface giving weird theta when there are either holes or arbitrages in early maturities

0 votes
0 answers
15 views

Where can I find a historical overview of countries' Benchmark 10Y Government Bond ISINs? [duplicate]

0 votes
1 answer
36 views

How do you calibrate earnings event volatility for equity options? [closed]

1 vote
0 answers
50 views

Calibrating Hull-White model using historical data

0 votes
0 answers
23 views

Annualizing Continuously Compounded Rates and Realized Volatility [closed]

2 votes
1 answer
53 views

Definition of continuously compounded yield for perpetual defaultable coupon bond

0 votes
0 answers
16 views

How to correctly trade/price a x-mkt "Yield Curve "Box" " Trade? From Risk Weight onward

1 vote
0 answers
20 views

Event study : multi-events study (Average abnormal return) [closed]

1 vote
0 answers
44 views

The solution of SDE after Itô lemma for diffusion process [closed]

0 votes
0 answers
44 views

How do short selling restrictions impact security prices? [closed]

6 votes
1 answer
144 views

Use of interest rate swaps in liability-driven investing

-1 votes
0 answers
28 views

Midcurve swaption volatility [closed]

-1 votes
0 answers
29 views

CQG historical tick data missing trade direction (buy/sell)? Need other sources of tick data [closed]

0 votes
0 answers
18 views

How to backstitch and simulate historical data using beta? [closed]

3 votes
1 answer
194 views

Hagan's explanation of the Local Volatility model

0 votes
1 answer
48 views

In a credit default swap, does the default event have to involve the reference obligation (ie a specific ISIN)

1 vote
1 answer
69 views

Payoff of Dispersion Trades

0 votes
0 answers
29 views

How is the ADF-GLS statistic calculated in this paper? [closed]

0 votes
1 answer
53 views

correlation of 1/X [closed]

1 vote
1 answer
118 views

Why is Implied Volatility more important than skew for put spread pricing?

0 votes
0 answers
120 views
+50

What is the maximum yield that can be received from owning an equity?

-2 votes
0 answers
47 views

fetching and parsing cryptocurrency pair data into a graph [closed]

2 votes
3 answers
587 views

Pricing a bond denominated in USD but issued in Europe

1 vote
0 answers
30 views

Comparative statics on $c/r$ using fundamental asset pricing equation

0 votes
2 answers
188 views

Practically, are the prices of 0-strike European calls and stock identical?

0 votes
2 answers
150 views

Question on effective days of an exponentially weighted moving average model

0 votes
0 answers
36 views

Reference request: Approximate mapping of a multi-factor stochastic volatility model to single-factor stochastic volatility model

0 votes
1 answer
111 views

Pricing options in underlying problem

0 votes
0 answers
44 views

Question for CFA II, formula of portfolio sensitivities [closed]


Looking for more? Browse the complete list of questions, or popular tags. Help us answer unanswered questions.