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3 answers
563 views

Pricing a bond denominated in USD but issued in Europe

Rodrigo de Azevedo
  • 263
0 votes
2 answers
161 views

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

Frido Rolloos
  • 5,097
3 votes
1 answer
100 views

Covariance Between Two Frontier Portfolios

Kermittfrog
  • 5,903
1 vote
1 answer
72 views

Term Structure Modelling - Why model the state prices and not an asset or rate

fes
  • 1,377
0 votes
1 answer
58 views

Scaling in and out of a strategy [closed]

amdopt
  • 3,880
0 votes
1 answer
71 views

Question on effective days of an exponentially weighted moving average model

Alper
  • 594
1 vote
0 answers
57 views

Two approaches to optimizing quadratic utility

Alper
  • 594
0 votes
0 answers
56 views

Two prices for one ATM call option problem [closed]

lukas kiss
  • 101
-2 votes
0 answers
50 views

Binomial Options u, volatility, and Taylor Series Expansion [closed]

Jake
  • 1
0 votes
1 answer
38 views

Question about 'reversing in' in repo markets [closed]

AlRacoon
  • 5,452
0 votes
0 answers
48 views

Mean reversion parameter estimation in Hull White - Vasicek extension [closed]

Oliver Mohr Bonometti
  • 181
2 votes
1 answer
29 views

How do you handle non integer time intervals in Quantlib for options pricing (ie intraday pricing)

Luigi Ballabio
  • 5,733
0 votes
1 answer
45 views

What is the meaning of the following mathematical equations? [closed]

Pontus Hultkrantz
  • 1,196
0 votes
0 answers
41 views

Reduce risk by adding a hedge when trading on two listings/order books (virtual exchange) [closed]

Alfonso Llaca
  • 1
0 votes
0 answers
41 views

Estimating instantaneous forward rate without continuous formula

Oliver Mohr Bonometti
  • 181
0 votes
0 answers
40 views

How to fund a EUR bond when you only have USD funding? [closed]

nbbo2
  • 9,647
0 votes
0 answers
40 views

Quantlib issue with BlackVarianceSurface diffusing with the wrong vol when there are either holes or arbitrages in early maturities

volPMNYC
  • 1
0 votes
0 answers
39 views

Robust factor evaluation for time series modeling [closed]

autoencoder
  • 333
0 votes
0 answers
37 views

Expected value of option spreads

nathanvy
  • 1
0 votes
0 answers
35 views

Brokers' treatment of lease repayments [closed]

Alper
  • 594
0 votes
0 answers
34 views

Is it possible to calculate the uncertainty value from correlation? [closed]

jannatul
  • 1
0 votes
0 answers
33 views

Is there an optimal way to allocate capital in an all equity ETF portfolio? [closed]

PyRsquared
  • 375
1 vote
0 answers
31 views

Warren Buffett about the long term debt [closed]

J.Doe
  • 73
1 vote
0 answers
31 views

real vs financial assets [closed]

Lee
  • 111
0 votes
0 answers
31 views

Arbitrage example in "When Genius Failed"

Harsh Sharma
  • 37
1 vote
0 answers
30 views

Mean of diffusion term not zero using NORMINV? [closed]

T123
  • 492
0 votes
1 answer
29 views

Equity vs Credit Performance [closed]

TickaJules
  • 76
2 votes
0 answers
29 views

Aggregation of (cross-sectional) Factor model

bfg
  • 21
1 vote
0 answers
27 views

Interpolating implied volatility term structure when IV is sampled at fixed delta points

Alper
  • 594
0 votes
0 answers
22 views

What are some consumer sentiment models in Finance? [closed]

Rumi
  • 101
0 votes
0 answers
22 views

What is the difference between Discount Yield and Yield on US Treasury Bills

pirloe
  • 21
0 votes
0 answers
17 views

Why do stock prices typically decline when a company issues bonds? [closed]

Slow Learner
  • 1,080
0 votes
0 answers
17 views

Factor construction [closed]

Simon Nicholls
  • 267
2 votes
0 answers
15 views

Exotic options with lookback features [closed]

DLW
  • 43
0 votes
0 answers
14 views

Simple DCF model with inflation and taxes - Why do inflation and taxes only matter jointly? [closed]

Tele
  • 1
0 votes
0 answers
13 views

UK OIS Vs gilt curve

Tim Galvin
  • 1
0 votes
0 answers
13 views

In Barra , why sum(W_i*F_i)=0 constraint can solve the collinearity between country and industry factor

XXX
  • 1

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