Quantitative Finance

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First question with score of 1 or more.
Awarded 5293 times.
SABR Implied Vol: Normal Approximation vs Log-Normal Approximation
Awarded 5 hours ago
Rolling seasonal and seasonal reversal patterns factor investing
Awarded yesterday
Exotic Trading Basic Questions - Banking
Awarded 2 days ago
Hindsight overhedge for pricing path dependent options
Awarded 2 days ago
What methods of Data-Screening are necessary before starting an analysis?
Awarded Jul 19 at 17:00
Market maker's Operating Model
Awarded Jul 19 at 14:25
Nearly replicate a basket with a few of its constituents
Awarded Jul 19 at 13:00
Probability that the price of stock following a brownian motion goes under a certain value
Awarded Jul 19 at 11:25
stock specific volatility
Awarded Jul 19 at 5:30
Local Volatility with Monte Carlo Simulation
Awarded Jul 19 at 3:50
For Ito Integrals with respect to a Brownian motion, why would the amount of stock held be a stochastic process?
Awarded Jul 16 at 20:40
Model-Free Option Pricing
Awarded Jul 15 at 21:55
Equivalence of formulas for pricing the Delta of a European Call Option?
Awarded Jul 15 at 14:55
Valuation of Cash-Or-Nothing option
Awarded Jul 15 at 12:30
Portofolio optimization using ARMA-GARCH-EVT-Copula
Awarded Jul 15 at 8:20
Why did high yield corporate bond ETFs tank during the great recession
Awarded Jul 14 at 0:00
Trading Vol with options
Awarded Jul 13 at 17:30
Pricing eurodollar futures
Awarded Jul 12 at 16:40
Control variate for pricing a best of assets option : $\mathop{{}\mathbb{E}}[ \max ( F^1_T,F^2_T, …,F^N_T )]$
Awarded Jul 12 at 14:40
Intuition behind Implied Volatility Surface
Awarded Jul 12 at 12:35
What is the difference between overlapping and non overlapping returns [closed]
Awarded Jul 12 at 11:55
Overlapping vs Non-overlapping returns
Awarded Jul 12 at 9:55
Zero-coupon bond price under Rendleman-Bartter Model
Awarded Jul 10 at 21:20
Expectation of Stochastic Differential
Awarded Jul 10 at 16:30
What are the industry standards and rules of thumb when it comes to numerical methods?
Awarded Jul 10 at 11:20
Implementation of the Hull and White short rate model
Awarded Jul 9 at 9:35
What's some good literature for Fourier transform methods?
Awarded Jul 9 at 6:45
Variance swap correlation trade
Awarded Jul 9 at 4:25
Prove the following Call and Put relationship: [duplicate]
Awarded Jul 8 at 10:15
Interest rates impact on forward prices
Awarded Jul 8 at 2:40
Given multiple strategies with their ER, volatility, how would I calculate the combined Sharpe?
Awarded Jul 7 at 18:40
How good is a “good accuracy” in pricing?
Awarded Jul 7 at 18:40
Matching the yield on a bond with the zeroRate on a curve in Quantlib
Awarded Jul 7 at 18:40
How do i calculate Monthly French Fama RMW and CMA?
Awarded Jul 7 at 18:40
Pull IDX stocks with alphavantage?
Awarded Jul 7 at 18:40
(post deleted or otherwise unavailable)
Awarded Jul 7 at 18:40
Collecting historical coupon data on sovereign generic bonds in Bloomberg
Awarded Jul 7 at 18:40
Can I use 1M Libor monthly data to estimate Vasicek parameters and use them to price quarterly swap
Awarded Jul 7 at 18:35
How do I, as a student, discover whether (new) papers consist of important contributions?
Awarded Jul 7 at 1:10
Discrete vs continuous
Awarded Jul 6 at 16:25
Bond-price dynamics in the Vasicek model
Awarded Jul 6 at 7:55
Interest Rate Models cheat sheet - Need for advice
Awarded Jul 5 at 9:35
Constructing an FX forward curve
Awarded Jul 5 at 9:20
Why does it make sense to delta hedge a deep OTM option given the very low delta exposure? [closed]
Awarded Jul 5 at 5:15
Can an individual hedge inflation that exceeds CPI-U?
Awarded Jul 2 at 23:40
Price Alignment Interest(PAI) Convexity Effect
Awarded Jul 2 at 16:05
(post deleted or otherwise unavailable)
Awarded Jul 2 at 14:30
Interview Question - Card betting
Awarded Jul 2 at 10:40
Is it possible to transform arithmetic-average strike continuous sampling Asian Black-Scholes equation to a heat equation?
Awarded Jul 2 at 5:45
How can the forward risk neutral measure be used to derive Black's model?
Awarded Jul 1 at 20:35
Measuring corporate size relative to world GDP
Awarded Jul 1 at 6:00
What is the recipe for deriving a PDE for the price of an option?
Awarded Jun 30 at 16:40
What's the point of stochastic volatiliy models if you can use local volatility? [duplicate]
Awarded Jun 29 at 17:50
Credit spread model
Awarded Jun 29 at 14:50
Why is Delta Hedging a Hedge Against Short Position? [closed]
Awarded Jun 28 at 19:25
Futures data on Quantopian
Awarded Jun 28 at 19:15
Domestic and foreign interest rate; dividends?
Awarded Jun 26 at 21:05
Block maxima estimation of Expected Shortfall
Awarded Jun 26 at 19:30
Risk-neutral pricing the “un”guaranteed benefits of an insurance policy
Awarded Jun 26 at 17:25
Measuring returns
Awarded Jun 26 at 11:15
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