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Quantitative Finance

Help Center > Badges > Student

 Student
First question with score of 1 or more.
Awarded 5158 times
Finding Equity Of A Home Bought Using A Mortgage [on hold]
Awarded 13 hours ago
Constructing Portfolio Beta
Awarded yesterday
Forecasting a seasonal series with R
Awarded yesterday
Is it necessary for $P(K, t) - P(K + s, t) \geq se^{-rt}$ to hold?
Awarded 2 days ago
Pricing call option on bond under CIR model by simulating noncentral chi square distribution
Awarded 2 days ago
How do you hedge with delta futures if payment is unsure?
Awarded May 19 at 18:50
How to apply multiplicative price seasonality to bond prices in quantlib?
Awarded May 19 at 18:50
Mean-variance portfolio optimization: methods for superior estimates of returns
Awarded May 19 at 18:50
Pricing under risk-neutral probabilities for weird derivatives?
Awarded May 19 at 17:15
CRR model arbitrage free
Awarded May 18 at 23:30
Time weighted Vega for a VIX future contract
Awarded May 18 at 23:30
Python Numpy FFT array size limit?
Awarded May 18 at 23:30
Why financing costs are ignored in capital budgeting of projects?
Awarded May 18 at 23:30
Does Vasicek interest rate model had any derivation that follows from a list of assumptions?
Awarded May 18 at 23:25
Discontinuous derivative payoff approximation
Awarded May 18 at 23:25
Reducing pricing errors (Alpha) in the CAPM with Bitcoin
Awarded May 18 at 23:25
In-sample volatility measurement
Awarded May 18 at 23:25
Why not discount the dividend in the european put lower bound condition?
Awarded May 18 at 15:35
Hedging with different volatility (Ahmad and Wilmott paper)
Awarded May 18 at 13:30
Finding optimal trading of option on a foward
Awarded May 17 at 21:30
Cross currency basis swap for bonds
Awarded May 17 at 17:45
Expected value of exponential of hitting time of GBM
Awarded May 17 at 10:10
Numerical Solution to 3 Dimensional Backward BS PDE
Awarded May 16 at 11:10
Constraints by estimating GARCH, EGARCH, GJR-GARCH models
Awarded May 14 at 14:25
Longstaff Schwartz algorithm
Awarded May 12 at 21:50
Ito`s Lemma problem
Awarded May 12 at 19:35
Pricing forward start Cliquet option with implied volatility with Dupire
Awarded May 12 at 0:30
Jacobs and Levy: Enhanced Active Equity Strategies
Awarded May 11 at 19:45
How to measure specific risk charge?
Awarded May 11 at 19:45
One Period Binomial Option Valuation Model [on hold]
Awarded May 11 at 19:40
CIR calibration
Awarded May 11 at 19:40
Continuously Compounded rate less than a discretely compounded rate [closed]
Awarded May 11 at 19:40
Is there a straightforward way to get a “family tree” for a stock?
Awarded May 11 at 19:15
Deriving the black-scholes formula for the European asset-or-nothing call option
Awarded May 11 at 13:15
Why does Black Scholes formula give inconsistent dimensional analysis result?
Awarded May 10 at 20:20
How to account for intraday seasonality in GARCH model?
Awarded May 10 at 14:25
statsmodels's granger causality tests return value
Awarded May 8 at 22:20
Negative rates, what is assumed for short caplets to derive implied volatilities on long maturities
Awarded May 8 at 22:20
How to improve fitness and turnover in websim?
Awarded May 8 at 22:20
How does this transformation for Euler Scheme in mean reverting SDEs alleviate instability?
Awarded May 8 at 15:50
Practical Use of Copulas and Sample Generation
Awarded May 8 at 11:50
Implementation of Generalized Hull-White interest rate model
Awarded May 7 at 23:40
stochastic fast vs. williams r
Awarded May 7 at 23:40
Proof that IRR(A) < IRR(A+B) < IRR(B) ? Ie that the IRR of two cashflows together must be within the range of the IRR of the two cashflows?
Awarded May 6 at 4:15
Does E[max(x, y)] equal to E[x|x>y]*P(x>y) + E[x|x<y]* P(x<y) when x and y are not independent?
Awarded May 6 at 4:15
Volatility smile shows individual Put and Call IV or combination
Awarded May 6 at 4:15
Gold forward price
Awarded May 6 at 4:15
How do I calculate from discountfactor to zerorate in Python using Quantlib [closed]
Awarded May 6 at 4:15
What's the difference between demand elasticity and demand volatility? [closed]
Awarded May 6 at 4:15
Jump Diffusion Model - Volatility and Mean of Jumps
Awarded May 6 at 4:15
How to migrate Octave Levenberg-Marquardt algorithm to Accord.Net (C#)
Awarded May 6 at 4:15
Exposure at Default (EAD) models with and without the Credit Conversion Factor (CCF)
Awarded May 6 at 4:15
Options on EuroStoxx Dividend Futures Data
Awarded May 6 at 4:15
Financial Statement Analysis [closed]
Awarded May 6 at 4:10
Security value based on futures contracts of a traded and non-traded assets
Awarded May 6 at 4:10
GARCH(1,1) one-step ahead volatility forecast biased, higher than Parkinson's HL volatility
Awarded May 6 at 4:10
What should I learn/know before reading Investments by Bodie Kane Marcus?
Awarded May 6 at 4:10
Predicting stock returns using principal components of macroeconomic variables
Awarded May 6 at 4:10
S. Bossu's Correlation Swaps Model
Awarded May 6 at 4:10
Expectation of Gamma times S$^2$ in Black-Scholes model
Awarded May 5 at 16:25
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