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Active 4 Bountied Hot Week Month
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1 answer
299 views

US swap spreads

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dm63
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1 answer
66 views

Probability of success given expected return and volatility

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Richard Hardy
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4 votes
2 answers
108 views

How would you approach this positive EV and high variance betting problem?

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THAT'S MY QUANT MY QUANTITATIV
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1 answer
122 views

Why do the Greeks not converge to the strike as the volatility tends to zero? [closed]

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1 answer
103 views

How to get the fair value for an option with variable strike?

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164 views
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mathematical proof of the hedge ratio formula for bond futures

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Xiarpedia
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1 vote
2 answers
93 views

QuantLib Python - Discount Factor Interpolation within curve nodes

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Luigi Ballabio
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2 answers
88 views

Constructing payoff with options

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1 answer
63 views

book for (investment banking) market risk overview

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Dimitri Vulis
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1 answer
77 views

Is this linear interpolation for clean bond price an approximation?

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Dimitri Vulis
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1 vote
1 answer
96 views

A book that has exercises which closely resembles the content of Lorenzo's Stochastic Volatility Modeling book?

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StochasticMan
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1 answer
70 views

Any other ways to hedge a bond portfolio against interest rate risk? [closed]

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1 answer
50 views

Calculating key dates for a Forward Starting Interest Rate Swap versus a Spot IRS

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82 views

Why is quadratic variation path dependent? [closed]

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Richard Hardy
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1 vote
0 answers
79 views

Hedging FX Risk of a fund

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user70213
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1 answer
76 views

Neural network time series prediction tool [closed]

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JamesWuuuu
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1 vote
0 answers
66 views

QuantLib: Latin American FixedFloat Swap pricing with multiple payment frequency specification

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John83
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2 answers
63 views

Difference in interpretation between credit ratings from different agencies

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1 answer
58 views

Stock price modelling under binomial tree model?

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52 views

What is the first up date and what exactly first algorithm of Renaissance?

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39 views

Compare Spread On A Fixed Bond Vs A Loan/FRN?

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Dimitri Vulis
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49 views

Ito Process: How to calculate expected return?

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2 votes
1 answer
49 views

Liquidity Stress Test of Investment fund - Liquidation tracking error

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mountshoutcap
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44 views

Market Maker Dynamics and RFQ

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44 views

Is there a relationship formula between Bond YTM, ZSpread ( to OIS ) and OIS rate?

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oronimbus
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41 views

Fama-MacBeth regressions to predict stock returns; confusion on which steps to use

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Richard Hardy
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-1 votes
0 answers
37 views

Why does NPV correspond to "cash in our pockets now" for risky investments? [closed]

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EE18
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1 answer
36 views

Where to look for data on bonds? [duplicate]

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Dimitri Vulis
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0 answers
36 views

Risk-Neutral Non-Linear Option Pricing Black Scholes Model

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Kai
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0 answers
35 views

Downloading historic yield curve data from bloomberg [closed]

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0 answers
34 views

Use filtered historical simulation to calculate VaR on a repo trade

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Richard Hardy
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0 answers
32 views

Monte Carlo simulation via Excel - a very basic question [closed]

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Alex
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1 answer
23 views

Multiplicative Metric Variance

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Kermittfrog
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28 views

Why is BG porcess a pure jump process?

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0 answers
27 views

Testing one asset pricing model against another a la Cochrane via change in $\hat\alpha' \text{cov}(\hat\alpha,\hat\alpha')^{-1}\hat\alpha$

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Richard Hardy
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0 answers
21 views

FM regressions for size groups when examining a cross section of expected stock returns

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Richard Hardy
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0 answers
12 views

Deviation in RSI indicator in comparison to the figure displayed by exchange

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shashank kushwaha
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