Quantitative Finance

Self-Learner

 Self-Learner
Answer your own question with score of 3 or more.
Awarded 125 times.
Probability Puzzle from a Quant Interview
Awarded Sep 27 at 12:33
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Sep 26 at 7:26
(post deleted or otherwise unavailable)
Awarded Jul 29 at 9:25
Where to get 1 second bar intraday historical market data?
Awarded May 28 at 12:12
CDS Quote Conversion - Quoted vs Par
Awarded Mar 16 at 12:33
What's the meaning of the intercept in asset pricing model?
Awarded Mar 7 at 5:50
CAPM yields very poor fit (low R-squared). Is that normal?
Awarded Jan 27 at 3:45
Where to find historical data on corporate credit ratings
Awarded Jan 21 at 15:01
Implied Volatility Calculation for Deep In The Money Calls, Numerical Issues
Awarded Jan 9 at 12:57
Propagation of Errors of Sharpe Ratio
Awarded Jan 4 at 15:50
Online sources for quantitative finance research
Awarded Nov 22, 2022 at 3:10
How to compute 30/60/90-day Implied Volatility?
Awarded Nov 13, 2022 at 12:42
What is "Call a Deal" in structured finance space?
Awarded Jun 29, 2022 at 11:18
Most complete list of investment mistakes in stock markets
Awarded May 17, 2022 at 13:36
Boundary condition issues for Black-Scholes PDE using finite-differences
Awarded May 10, 2022 at 8:42
Integral of brownian motion wrt. time over [t;T]
Awarded Mar 14, 2022 at 12:10
SDF as an affine transformation of the tangency portfolio
Awarded Mar 10, 2022 at 9:49
A simple question: Cost of delta hedging when a call option is sold
Awarded Feb 9, 2022 at 14:16
Mapping/crosswalk between SIC to GICS industry classification systems
Awarded Nov 28, 2021 at 22:05
Why does Hierarchical Risk Parity ignore the clusters generated?
Awarded Nov 10, 2021 at 13:26
Quantlib match clean price with bbg clean price
Awarded Nov 4, 2021 at 14:55
Data sources on derivative book composition for large investment banks
Awarded Sep 11, 2021 at 15:07
What are the differences between Pareto, Fréchet, power law, fat tails and fractal?
Awarded Aug 20, 2021 at 14:42
If the volatility of pounds/euros = .2 do we know anything about the volatility of euros/pounds?
Awarded Jul 9, 2021 at 10:17
Question about calendar spread mean-reversion strategy
Awarded Jun 30, 2021 at 2:06
Is there a closed-form solution for the following integral?
Awarded Jun 22, 2021 at 18:47
Interest Rate Convexity - Fundamental Question
Awarded Jun 7, 2021 at 18:45
Heston stochastic volatility, Girsanov theorem
Awarded May 19, 2021 at 15:27
Future Value: the functions in Excel, Matlab and Numpy Financial don't work when the number of periods is large
Awarded May 12, 2021 at 8:26
Hedging a trade for PCA component neutrality
Awarded Apr 22, 2021 at 12:36
MSCI World and MSCI World future: low correlation, how come?
Awarded Mar 22, 2021 at 22:53
Taleb's Black-Swan: interpretation of the exponent
Awarded Mar 11, 2021 at 8:57
Standard Stochastic Volatility Models VS Moving Average Stochastic Volatility Model
Awarded Mar 2, 2021 at 21:32
Python Library To Calculate Porfolio Statistics
Awarded Feb 3, 2021 at 22:45
Prove $E_{\mathbb Q}[X_t | \mathscr F_u] = X_u$ given $Y_t$ is a martingale
Awarded Jan 31, 2021 at 9:07
API for Earnings date
Awarded Jan 28, 2021 at 19:18
conditional expectation of stochastic integral
Awarded Jan 4, 2021 at 9:31
Excel PasteSpecial Values shortcut button causing QuantLib to crash
Awarded Nov 5, 2020 at 20:20
Why does the price of a convertible bond go up if the CDS spread goes up?
Awarded Nov 5, 2020 at 18:05
Interpolation of FX Vol Surface from non-uniform strike vs tenor grid
Awarded Sep 30, 2020 at 9:18
Is this the correct way to forecast stock price volatility using GARCH
Awarded Jul 29, 2020 at 7:57
Good Quant-Finance Interview Questions
Awarded Jul 14, 2020 at 19:48
How did you become a quant?
Awarded Jun 26, 2020 at 18:11
Short Maturity Implied Volatility in Heston Model
Awarded Jun 21, 2020 at 23:49
how does stochastic volatility models generate smiles?
Awarded May 7, 2020 at 1:18
Are CME security id's unique and constant over time?
Awarded Apr 21, 2020 at 17:20
Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials?
Awarded Apr 14, 2020 at 21:05
How to use G2Process in Py QuantLib
Awarded Mar 6, 2020 at 9:40
Best tool to generate cashflow diagrams
Awarded Feb 12, 2020 at 20:00
Options: Vertical LEAPS
Awarded Jan 20, 2020 at 5:55
Proving the put call parity
Awarded Jan 18, 2020 at 14:00
Semivariance calculation (downside deviation)
Awarded Jan 15, 2020 at 17:40
Understanding the ZABR model (an extension of SABR)
Awarded Nov 15, 2019 at 19:40
annualized volatility formula is an approximation?
Awarded Oct 20, 2019 at 11:50
Given $S$ is a Geometric Brownian Motion, how to show that $S^n$ is also a Geometric Brownian Motion?
Awarded Oct 12, 2019 at 19:15
Why is this stochastic integral a martingale?
Awarded Oct 9, 2019 at 8:05
Simulating from a multivariate clayton copula
Awarded Sep 15, 2019 at 2:20
Lévy alpha-stable distribution and modelling of stock prices.
Awarded Aug 13, 2019 at 12:40
Deriving Theoretical Result - ERC portfolio
Awarded Jul 31, 2019 at 17:15
Need for Binomial Representation Theorem
Awarded Jul 8, 2019 at 12:40
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