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Top Questions

15 votes
4 answers
4k views

Most complete list of investment mistakes in stock markets

2 votes
2 answers
501 views

What's the point of resampling?

1 vote
2 answers
259 views

Interest rate risk of a bond as a function of the coupon

3 votes
1 answer
256 views

ATM Implied Volatility and Expected Variance

2 votes
1 answer
231 views

Does it matter that Bachelier IV differs from BS IV for a given option price?

3 votes
1 answer
372 views

Paper on returns from perfect market timing?

3 votes
1 answer
195 views

What is gamma to do with realized volatility?

1 vote
2 answers
86 views

Compute delta from the option price without vol input

1 vote
1 answer
154 views

Why is NPV a biased measure?

4 votes
1 answer
89 views

Boundary condition issues for Black-Scholes PDE using finite-differences

1 vote
1 answer
89 views

Annualized rolling volatility? [closed]

1 vote
1 answer
99 views

Payoff of a Butterfly spread under risk neutral measure is always positive for any t<T

-1 votes
1 answer
76 views

Why are there missing prices for 1981-04-17?

1 vote
3 answers
87 views

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

0 votes
2 answers
62 views

Quantlib yield curve - zerorate output differs from expectation

0 votes
2 answers
97 views

Returns of an interest rate swap

0 votes
1 answer
91 views

Has anyone ever derived an analytical basket option which gives terminal asset prices individually, by asset?

2 votes
1 answer
55 views

Backtesting vs live trading data handling and abstraction

0 votes
1 answer
54 views

What is the consensus interpretation of index future dealer gamma?

0 votes
1 answer
112 views

Hedging with Heston [duplicate]

1 vote
1 answer
85 views

Calibration and pricing with the Stochastic Local Volatility model

-1 votes
1 answer
66 views

Can NumPy calculate the % change the way it is shown in multiple instrument charts?

2 votes
1 answer
101 views

Portfolio Optimization Problem

1 vote
2 answers
77 views

Estimating historical volatility from inconsistent time intervals

0 votes
0 answers
126 views

Which paper researches long-run leveraged strategies to survive market crashes?

1 vote
1 answer
125 views

Simple (?) question about expected bond returns

0 votes
1 answer
95 views

Help needed in replicating FX Implied Vol Surface

0 votes
1 answer
68 views

What do "heating degree day" prices actually measure?

2 votes
1 answer
112 views

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

2 votes
0 answers
110 views

Pricing Options on Inefficient/Illiquid Assets

1 vote
1 answer
109 views

Short put prices different strikes

0 votes
1 answer
62 views

Negative-gamma delta hedging (for a call option writer): how will the stock price affect the portfolio profit?

1 vote
1 answer
62 views

Delta of a barrier option under Heston model

2 votes
1 answer
79 views

Dumb question : under the assumption of the normal distribution and using log return stationarity

0 votes
1 answer
76 views

Deriving strike from Delta

0 votes
1 answer
74 views

Market impact estimation [duplicate]

0 votes
1 answer
57 views

Close price of crypto

3 votes
0 answers
92 views

Single barrier options in stochastic volatility models

2 votes
1 answer
70 views

statistically compare 2 sharpe ratios

2 votes
1 answer
69 views

Simulating Correlation (but sample correlation is always too low)

1 vote
1 answer
67 views

The option is "purer" in its risk---what is meant by this?

1 vote
1 answer
86 views

How to break down yield to maturity to different components?

1 vote
1 answer
86 views

How can I optimize a Bond Portfolio in Practice?

0 votes
1 answer
40 views

Pricing IRS over a range of days using QuantLib

0 votes
1 answer
51 views

Covariance Matrix by Multi-Factor Model

0 votes
1 answer
64 views

Curious where Financial Data APIs get data

0 votes
0 answers
82 views

AFML (by Lopez Deprado) Vs ESL by Trevor Hastie

4 votes
0 answers
82 views

Why does the mean term have a higher effect than the covariance term in MV optimization? [closed]


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