Quantitative Finance

Scholar

 Scholar
Ask a question and accept an answer.
Awarded 3057 times.
What is the relation between the USD Swaps Rates and US treasuries?
Awarded Nov 7 '20 at 14:51
Can we model Implied volatility using GARCH?
Awarded Nov 7 '20 at 7:40
Should I calculate a spread using stock prices or the ratio?
Awarded Nov 4 '20 at 22:51
Estimation of Default Probability using Merton's model
Awarded Nov 2 '20 at 15:33
Closed-form analytical solution for Markowitz efficient portfolio without short-selling
Awarded Nov 1 '20 at 14:51
Does a barrier breach in a geared put structured note result in greater losses for the investor vs a plain knock in barrier?
Awarded Nov 1 '20 at 14:17
What is the formula for calculating adjusted closing price after a rights issue?
Awarded Nov 1 '20 at 6:51
is price of multiple option strategy linear under expectation? [closed]
Awarded Nov 1 '20 at 2:31
Book recommendation: Starting a trading company
Awarded Oct 31 '20 at 23:57
Relationship Between Yield Curve and STRIP Prices
Awarded Oct 30 '20 at 16:40
How can the face value of a bond not be a round number?
Awarded Oct 30 '20 at 16:40
How many parameters in a discount curve exponential spline fit?
Awarded Oct 28 '20 at 7:50
Single-period market with probability space [closed]
Awarded Oct 27 '20 at 20:05
Building a percent of floating rate IRS in QuantLib
Awarded Oct 26 '20 at 14:36
Market price of risk of different maturities
Awarded Oct 24 '20 at 8:36
How to get commodity futures settlement timepoints?
Awarded Oct 22 '20 at 17:05
How does a firm calculate whether a project will generate positive NPV?
Awarded Oct 22 '20 at 11:07
Why has the market gone up while earnings got pummeled? [closed]
Awarded Oct 21 '20 at 21:21
Which relation stands between IRR and the cumulative profits?
Awarded Oct 21 '20 at 15:12
How is the difference between strike prices in an options chain determined?
Awarded Oct 21 '20 at 11:16
Option Price vs. Implied Volatility
Awarded Oct 20 '20 at 13:27
Hazard process and affine term structure
Awarded Oct 15 '20 at 22:05
Is there a noticeable difference in making scatter plots and regression models with tick-data or with candle data?
Awarded Oct 15 '20 at 17:43
Hull-White Monte Carlo simulation - mean reversion function
Awarded Oct 15 '20 at 15:25
How to add the effect of skewness in the portfolio optimisation objective function?
Awarded Oct 15 '20 at 12:26
NPV of Future Investment: Two Approaches?
Awarded Oct 15 '20 at 9:31
Inverse Covariance Matrix Transformation from CAPM
Awarded Oct 15 '20 at 8:16
Futures Fair value and its price
Awarded Oct 15 '20 at 1:32
Swap curve construction
Awarded Oct 14 '20 at 8:26
If I have the present value of an amortizing bond's cashflows, how do I figure out price?
Awarded Oct 14 '20 at 2:26
Mean Reverting Heston Model?
Awarded Oct 11 '20 at 20:35
Calculating bond forward rate/price
Awarded Oct 11 '20 at 11:56
How do I derive a blend of a 3Y future and 10Y future risk?
Awarded Oct 9 '20 at 20:33
Hedging in the Heston Model
Awarded Oct 9 '20 at 12:18
How to calculate monthly returns in R for every company in a dataset of 4000 companies?
Awarded Oct 9 '20 at 9:50
Ridge and Quadratic Programming for Portfolio Norm Optimization
Awarded Oct 8 '20 at 16:41
Why Yield cannot be calculated for short dated Bonds using Quantlib
Awarded Oct 7 '20 at 13:58
Covariance of mean-reverting Vasicek process?
Awarded Oct 6 '20 at 12:56
CBOE VINXE or VIX9D Index Construction
Awarded Oct 6 '20 at 12:05
Call spread hedge
Awarded Oct 5 '20 at 16:37
How to calibrate Hull-White from zero curve?
Awarded Oct 5 '20 at 8:05
Do European call options increase in value when dividends are increased? [closed]
Awarded Oct 4 '20 at 18:52
Yield Curve Bootstrapping with FRAs (Excel without QuantLib)
Awarded Oct 3 '20 at 8:33
Question on choosing the optimum expiration with cheapest extrinsic (time) value
Awarded Oct 2 '20 at 14:10
Log-normal risk-neutral price derivation from binomial trees, not clear about step in derivation process
Awarded Oct 1 '20 at 19:10
What are some of the more Math-oriented professional certificates in Finance? (more math-oriented than CFA) [closed]
Awarded Oct 1 '20 at 14:01
Bootstrapping OIS curve
Awarded Sep 30 '20 at 11:56
Interpolation of FX Vol Surface from non-uniform strike vs tenor grid
Awarded Sep 30 '20 at 6:02
Sigma squared times identity matrix in normality of errors
Awarded Sep 28 '20 at 12:51
Industry or academic standard frequency to report the return, standard deviation, and Sharpe ratio?
Awarded Sep 26 '20 at 17:20
Under what measure is the SABR stochastic differential equations
Awarded Sep 26 '20 at 12:42
Asset Allocation with near zero rates
Awarded Sep 25 '20 at 20:34
Can we use a VIX-like method to calculate implied volatility for Black Scholes model?
Awarded Sep 25 '20 at 3:35
How Crypto Exchanges handle overlapping orders when self trading is disabled?
Awarded Sep 24 '20 at 12:48
dirtyPrice() and discounting curve on QuantLib
Awarded Sep 24 '20 at 2:42
Transition density of geometric Brownian motion with time-dependent drift and volatility
Awarded Sep 22 '20 at 15:30
What are modern algorithms for trade classification?
Awarded Sep 22 '20 at 2:21
Is there a ZABR model on Quantlib XL
Awarded Sep 21 '20 at 11:16
Clarification on Deriving Ito's Lemma
Awarded Sep 19 '20 at 20:35
Maximize account equity over a historic time series
Awarded Sep 17 '20 at 22:40
1 2
3
4 5
…
51