Quantitative Finance

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First question with score of 1 or more.
Awarded 5910 times.
Dual curve construction
Awarded 5 hours ago
Ito formula for $Y_t=tB_t$
Awarded 6 hours ago
Trading options - real life vs. textbook?
Awarded 17 hours ago
monotone convex interpolation using QuantLib
Awarded 22 hours ago
What are non-variance (non Markowitz) based theories of capital allocation between non-correlated assets?
Awarded 22 hours ago
How would you forecast volatility without using any programming languages or machine learning or anything of that sort?
Awarded yesterday
SOFR Discounting & Price Alignment Transition
Awarded yesterday
Realized Volatility of Volatility Index
Awarded 2 days ago
Multivariate Markov Regime switching GARCH
Awarded 2 days ago
Are there values of the strike price for which an American put and European put have the same no-arbitrage price?
Awarded Apr 6 at 13:45
Implied volatility and greeks of options
Awarded Apr 6 at 9:25
Value at Risk (VaR): Normal distribution with gamma distributed volatility
Awarded Apr 5 at 21:55
How to create an additional ESG factor into a Fama and French 3 Factor Model
Awarded Apr 5 at 21:45
Calculation of a process's drift
Awarded Apr 5 at 18:25
Building up an Economic Scenario Generator [closed]
Awarded Apr 5 at 10:30
Database with revenue information for USA companies
Awarded Apr 4 at 22:00
Is there something for API trading in E-mini S&P 500 Futures or other futures
Awarded Apr 4 at 19:05
Risk-Neutral Pricing Formula for Zero-coupon bonds with Default Risk
Awarded Apr 4 at 19:05
Where could I find code to compute Potential Future Exposure
Awarded Apr 3 at 12:10
Does the Black-Scholes formula work when unit of time is in hours?
Awarded Apr 2 at 21:35
Hurst Exponent and fractional differencing
Awarded Apr 2 at 17:45
Pricing with estimated parameters
Awarded Apr 2 at 14:10
Application Itô's Lemma: Forward to Spot process
Awarded Apr 2 at 14:00
Where do trades take place when the stock exchange is closed?
Awarded Apr 1 at 21:40
CVAR alternatives for optimization
Awarded Apr 1 at 11:55
Why is the treasury yield on Yahoo finance different from that on U.S. Department of Treasury?
Awarded Apr 1 at 9:55
Cumulative return calculation with monthly return [closed]
Awarded Apr 1 at 9:55
Limit order book - Behaviour of GTC orders in the Orderbook
Awarded Mar 31 at 21:20
Dupire Vomma and Stochastic volatility
Awarded Mar 31 at 12:35
Does a future contract's price show where investors think the underlying asset's price would be?
Awarded Mar 30 at 16:25
What is the consumption constraint in writing the continuous version of Asset Pricing Model?
Awarded Mar 30 at 12:55
Are there any books/articles on how to use options to be long volatility (implied or realized)? [duplicate]
Awarded Mar 29 at 13:05
Beginner to high-frequency trading
Awarded Mar 29 at 9:00
Calculation of the Bid-Ask Spread on Bloomberg
Awarded Mar 28 at 23:30
Day-count conventions for the floating leg of an asset swap
Awarded Mar 28 at 23:30
CDS time series construction
Awarded Mar 28 at 23:25
(post deleted or otherwise unavailable)
Awarded Mar 28 at 22:40
When Fitting Implied Vol in, implied vol=ax²+bx+c, why is better to use moneyness than delta as independent variable?
Awarded Mar 28 at 21:30
lognormal assumption of Black Scholes
Awarded Mar 27 at 9:45
(post deleted or otherwise unavailable)
Awarded Mar 26 at 7:20
Optimization problem with a constrant
Awarded Mar 25 at 9:55
Summing up two VaRs
Awarded Mar 24 at 10:20
90 day SOFR market rate to equivalent 3M Libor rate conversion
Awarded Mar 24 at 10:05
question about spot/vol correlation
Awarded Mar 22 at 22:30
arithmetic mean of log returns that starts and ends with the same price in a time series
Awarded Mar 22 at 18:40
Volatility Managed 6 Factor Model (Fama French) - Does it make sense?
Awarded Mar 22 at 16:40
Understanding Options strategies pros and cons
Awarded Mar 21 at 21:50
Does a 100mio 10y swap have the same dv01 when rates are at 1% and 10%?
Awarded Mar 21 at 20:45
Market Price of Risk for Consumption Asset - Hull's Example 28.1
Awarded Mar 19 at 23:00
Can a delta hedge be negative for all values at one time, and positive for all values at another time?
Awarded Mar 19 at 8:30
How to efficiently get covariance matrices from a rolling window in Matlab?
Awarded Mar 18 at 18:15
Gamma-Vega Neutral Portfolio Not Possible with Only 3 Options
Awarded Mar 17 at 23:30
Is gamma always positive for American call/put options under Black-Scholes framework?
Awarded Mar 17 at 7:35
Parameter Inference Stochastic Volatility
Awarded Mar 16 at 17:30
Predicting time series based on another
Awarded Mar 16 at 11:45
Replicating a put option when short selling the underlying is not allowed
Awarded Mar 16 at 9:40
Pricing call option using risk-neutral martingale approach with squared stock price boundary?
Awarded Mar 16 at 7:30
Quantlib - exercise probability function?
Awarded Mar 15 at 15:45
conditional or unconditional probability in the calculation of LGD
Awarded Mar 15 at 14:20
(post deleted or otherwise unavailable)
Awarded Mar 14 at 23:15
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