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1

vote

1

answer

107

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continuously compound forward rate formula

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modified 13 hours ago Magic is in the chain 622

3

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146

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itos-lemma

modified Oct 12 at 8:07 Magic is in the chain 622

1

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1

answer

88

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answered yesterday Attack68 2,248

3

votes

1

answer

83

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option-pricing programming python binomial-tree

modified 2 days ago Ezy 161

2

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3

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59

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returns sharpe-ratio pairs-trading

answered 12 hours ago Charles Fox 216

3

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1

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86

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answered 2 days ago Ezy 161

0

votes

1

answer

64

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Difference between settlement of Eurodollars and FRA

interest-rates futures forward forward-rate eurodollars

answered Oct 10 at 18:31 Jojo Tang 123

0

votes

2

answers

74

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Why we can't lower a volatility of a portfolio (without changing expected return) by substituting a zero beta stock with a risk free asset?

beta risk-free

modified yesterday Alex C 5,517

1

vote

1

answer

60

views

selecting key performance indicators for a stock

equities statistics fundamentals

answered Oct 12 at 15:19 Jojo Tang 123

0

votes

1

answer

53

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Valuation of repurchase agreement (classic repo)

valuation

modified Oct 11 at 10:14 Magic is in the chain 622

-1

votes

1

answer

50

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IRR for irregular cashflow in and out

returns

answered Oct 11 at 12:42 Magic is in the chain 622

1

vote

0

answers

64

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How accurate are Black-Scholes estimates of Vega, Volga, Vanna

volatility black-scholes greeks estimation vega

modified Oct 10 at 11:46 amdopt 1,154

0

votes

1

answer

58

views

Hedging with machine learning

option-pricing hedging pricing machine-learning delta-hedging

answered yesterday Attack68 2,248

0

votes

1

answer

57

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Pricing Uneven FX Swaps

fx swaps forward forward-rate spot-rate

modified yesterday Community♦ 1

0

votes

1

answer

41

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Of what use is this implied volatility formula?

implied-volatility

answered 2 days ago Ezy 161

-2

votes

0

answers

52

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What does 'FO analytics' stand for? [on hold]

quants

asked Oct 12 at 11:40 Marian Klein 1

0

votes

1

answer

49

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Hull White help needed

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answered 16 hours ago Jojo Tang 123

1

vote

4

answers

38

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How likely it is that a strategy profits are explained by luck?

performance-evaluation

answered 14 mins ago Ezy 161

0

votes

1

answer

38

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Inflation Lag Bond Valuation

bond index inflation

modified 19 hours ago Phil H 2,476

-2

votes

0

answers

47

views

How much wealth and or income do you need to belong to the global top 1% by wealth? [on hold]

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asked Oct 13 at 11:18 Fuce 34

0

votes

0

answers

45

views

What is the value/price of a bond paying floating rate

fixed-income interest-rates bond swaps pricing

modified yesterday sashas 119

0

votes

0

answers

45

views

Computation of Future Implied Volatility Surface

volatility implied-volatility

asked Oct 11 at 6:47 Benedict 11

0

votes

0

answers

39

views

Callable not called

structured-finance

asked Oct 10 at 16:11 Cedric_W 75

0

votes

0

answers

37

views

The fundamental topics of continuous time finance?

continuous-time

asked yesterday Doe 1

0

votes

0

answers

37

views

Why Can I not estimate a CVAR from Heston Model

options black-scholes risk stochastic-volatility cvar

asked Oct 12 at 16:19 Irtza Ahmed 6

0

votes

0

answers

36

views

Convert Short rate from HW simulation into Swap rates

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asked Oct 10 at 11:10 user8465900 1

2

votes

0

answers

34

views

stochastic intensity Poisson process

poisson

modified 15 hours ago user6703592 82

1

vote

0

answers

33

views

Convertible bonds pricer - implementation

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asked Oct 12 at 17:21 B_B 11

-1

votes

0

answers

28

views

Free 1 Minute FX Data from www.dukascopy.com

fx tick-data intraday

asked 21 hours ago dsforecast 9

0

votes

0

answers

26

views

Calibrating from swaption straddle price quotes in QuantLib

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asked Oct 10 at 10:16 Engan 1

-1

votes

0

answers

25

views

Netty TCP Ping Pong performance numbers using EPoll

latency

asked 2 days ago Netty Skeptical 1

-1

votes

2

answers

32

views

Calculate the weights W1 and W2 for witch the portfolio risk is 0

correlation standard-deviation

modified 9 hours ago Magic is in the chain 622

0

votes

0

answers

24

views

Logic between Tips and Inflation Surprise

fixed-income

asked 22 hours ago Lopo 16

0

votes

0

answers

23

views

QuantLib-Swig Python ISDA CDS Model

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asked Oct 11 at 20:29 VLT 21

1

vote

0

answers

22

views

Determining the Relationship Between Monte Carlo Breaks and Model Volatility

stochastic-processes monte-carlo regression models

modified Oct 14 at 0:58 Gustavo Louis G. Montańo 343

0

votes

0

answers

22

views

How to understand ZeroSpreadedTermStructure influenced by compounding & compounding frequency?

fixed-income quantlib term-structure

asked Oct 10 at 9:19 Fitz_Hoo 10

0

votes

0

answers

20

views

Bootstrap Survival Curve using ISDA Conventions Python QuantLib

python quantlib cds default-probability

asked Oct 11 at 21:25 VLT 21

1

vote

0

answers

20

views

Average monthly exchange rates causes translation error in consolidated books

fx

asked Oct 11 at 5:45 Scott 106

0

votes

0

answers

19

views

How to download historical prices of all companies listed in a particular stock exchange including delisted?

equities data market-data historical-data bloomberg

asked 15 hours ago Andrey 1

0

votes

0

answers

17

views

Computing MLE for a copula not in the R package “copula”

copula

asked yesterday wrb98 63

1

vote

0

answers

17

views

From one period to multi period risk neutral pricing

stochastic-calculus asset-pricing

asked Oct 11 at 5:18 dayum 135

0

votes

1

answer

14

views

How are FDE's implemented when one wants one particular price?

finite-difference-method

modified yesterday Ezy 161

0

votes

0

answers

13

views

Cointegration between daily time series and intraday time series

time-series asset-pricing cointegration mean-reversion

asked 8 hours ago jod51 11

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