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2 votes
3 answers
143 views

How to calculate overnight implied volatility?

2 votes
1 answer
98 views

Preferred Option pricing model [closed]

2 votes
1 answer
147 views

Intuition of drift in Libor market model

0 votes
1 answer
64 views

Stock split and fractional shares

0 votes
0 answers
98 views

Residual Function

-1 votes
1 answer
60 views

How to price a buffet or, how to price a subscription? [closed]

0 votes
1 answer
77 views

Interest Rate Swap versus Cash Bond

0 votes
1 answer
34 views

Upper bound for difference of two call options

0 votes
1 answer
51 views

Expectation of average, conditional on terminal value

0 votes
1 answer
57 views

Portfolio Optimization Maximizing Sharpe Ratio Allowing Shorts [closed]

-1 votes
1 answer
50 views
+50

Up and Down Multiplicative Factors of the Binomial Option Pricing Model

3 votes
0 answers
49 views

Unable to correctly implement the pricing of an American call with multiple discrete dividends using the Clenshaw-Curtis quadrature

0 votes
1 answer
44 views

Distribution when positive values are rescaled?

0 votes
0 answers
43 views

Takahashi-Alexander Model for Private Equity Valuation [closed]

0 votes
0 answers
41 views

Calculating returns on sequence of trades with zero starting capital

0 votes
0 answers
40 views

School project : stock price "prediction" using fft [closed]

0 votes
0 answers
39 views

Pricing a custom option in terms of simpler instruments

0 votes
0 answers
39 views

Can I add Sharpe Ratio with information ratio in convex way

0 votes
0 answers
36 views

GARCH model within a system of simultaneous equations

0 votes
0 answers
36 views

Application of Reciprocal Currency Rates and Triangular Arbitrage in FX Trading

-2 votes
0 answers
35 views

Simple YTM question [closed]

0 votes
0 answers
33 views

GARCH-MIDAS model for forecasting volatility?

-3 votes
0 answers
31 views

Caplet stripping

0 votes
0 answers
27 views

Why can't Conda find this tarball that's exactly where it's looking for it? [closed]

0 votes
0 answers
26 views

Risk Aversion Coefficient Literature Rationale and Sources

-2 votes
0 answers
25 views

Option Gearing and its use in pricing [closed]

0 votes
1 answer
24 views

Intuition behind short 1/2 stock in option value - Paul Wilmott Quant Finance Chapter 3.3

0 votes
0 answers
23 views

Example of a simple transparent indexed annuity?

0 votes
0 answers
22 views

Negative Dupire Variance

-1 votes
0 answers
22 views

Binary Option Combination [closed]

0 votes
1 answer
22 views

Tradier Auth Procedure [closed]

-1 votes
0 answers
20 views

Nominal rate of return from monthly payments and expected future value [closed]

-3 votes
0 answers
18 views

ESSVI not calibrating [closed]

0 votes
1 answer
17 views

How do I reformulate this max GMV ratio constraint in convex way?

0 votes
0 answers
16 views

Trading with Bloomberg EMSX api in Python

0 votes
0 answers
16 views

Approximating Distortion Risk Measures by the Sum of their CVaRs

1 vote
0 answers
15 views

Bond Basis (non CTD)

0 votes
0 answers
15 views

Callable Bond Delta Profile

0 votes
0 answers
13 views

How do you estimate MC error from a low-discrepancy sequence without using another simulation?

0 votes
0 answers
12 views

How the variance process in discretised form influence the asset price in the Heston model


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