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Top Questions

1 vote
1 answer
299 views

US swap spreads

0 votes
1 answer
66 views

Probability of success given expected return and volatility

4 votes
2 answers
108 views

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

0 votes
1 answer
122 views

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

0 votes
1 answer
103 views

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

0 votes
1 answer
164 views
+100

mathematical proof of the hedge ratio formula for bond futures

1 vote
2 answers
93 views

QuantLib Python - Discount Factor Interpolation within curve nodes

0 votes
2 answers
88 views

Constructing payoff with options

0 votes
1 answer
63 views

book for (investment banking) market risk overview

0 votes
1 answer
77 views

Is this linear interpolation for clean bond price an approximation?

1 vote
1 answer
96 views

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

0 votes
1 answer
70 views

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

0 votes
1 answer
50 views

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

0 votes
0 answers
82 views

Why is quadratic variation path dependent? [closed]

1 vote
0 answers
79 views

Hedging FX Risk of a fund

1 vote
1 answer
76 views

Neural network time series prediction tool [closed]

1 vote
0 answers
66 views

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

0 votes
2 answers
63 views

Difference in interpretation between credit ratings from different agencies

0 votes
1 answer
58 views

Stock price modelling under binomial tree model?

0 votes
0 answers
52 views

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

0 votes
1 answer
39 views

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

0 votes
0 answers
49 views

Ito Process: How to calculate expected return?

2 votes
1 answer
49 views

Liquidity Stress Test of Investment fund - Liquidation tracking error

0 votes
0 answers
44 views

Market Maker Dynamics and RFQ

0 votes
0 answers
44 views

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

1 vote
0 answers
41 views

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

-1 votes
0 answers
37 views

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

1 vote
1 answer
36 views

Where to look for data on bonds? [duplicate]

0 votes
0 answers
36 views

Risk-Neutral Non-Linear Option Pricing Black Scholes Model

0 votes
0 answers
35 views

Downloading historic yield curve data from bloomberg [closed]

0 votes
0 answers
34 views

Use filtered historical simulation to calculate VaR on a repo trade

0 votes
0 answers
32 views

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

0 votes
1 answer
23 views

Multiplicative Metric Variance

0 votes
0 answers
28 views

Why is BG porcess a pure jump process?

1 vote
0 answers
27 views

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

0 votes
0 answers
21 views

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

0 votes
0 answers
12 views

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


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