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Quantitative Finance

Help Center > Badges > Student

 Student
First question with score of 1 or more.
Awarded 4700 times
How to derive the change in portfolio value as given by Gatheral in The Volatility Surface?
Awarded 1 hour ago
Getting option volatility off vol surface
Awarded 10 hours ago
Bachelier Pricing Formula for Interest Rate Binary Options
Awarded yesterday
Backtesting software with custom data input
Awarded 2 days ago
VaR of ARCH model
Awarded 2 days ago
ETF Replication
Awarded 2 days ago
Butterfly Arbitrage condition
Awarded Jan 17 at 17:05
Fama Macbeth regression and portfolio sort result contradiction
Awarded Jan 16 at 15:55
Volume or Dollar bars vs. volatility normalized and demeaned financial time series
Awarded Jan 16 at 14:35
Calculating beta when holding market portfolio
Awarded Jan 16 at 12:50
How modern portfolio theory(MPT) and CAPM are related?
Awarded Jan 16 at 10:10
calculation of daily risk free rate?
Awarded Jan 16 at 9:30
Arbitrage-free calculation of flat term structure out of normal term structure for e.g. pricing european options
Awarded Jan 15 at 15:45
Show that $(W_t, \int_0^t W_s ds)$ has a normal joint distribution
Awarded Jan 15 at 13:40
Transformation of random variables and second-order stochastic dominance
Awarded Jan 15 at 8:30
What are the underlying events that the random variables map to the real line in the derivation of the Black-Scholes PDE?
Awarded Jan 15 at 2:40
Why the spread is calculated on raw prices instead on the price changes?
Awarded Jan 14 at 15:30
Modelling HFT data
Awarded Jan 14 at 6:45
Python book on derivative pricing
Awarded Jan 13 at 16:50
Difference between volatility measures of a basket of assets
Awarded Jan 13 at 13:00
Market Portfolio Optimization
Awarded Jan 13 at 9:35
Is PD or LGD taken into account in credit ratings?
Awarded Jan 12 at 14:50
Portfolio Variance - Explanation for equation : Investments by Zvi Bodie
Awarded Jan 11 at 23:10
Delta hedging/Gamma PnL
Awarded Jan 11 at 22:20
why gamma decreases when option is deep in the money?
Awarded Jan 11 at 20:25
How to express a process using Itos formula
Awarded Jan 10 at 17:10
Intuition behind one factor Merton model for probability of default?
Awarded Jan 10 at 11:40
Can you model the LIBOR rate as a geometric Brownian motion?
Awarded Jan 10 at 9:05
The choice of portfolio in the proof of the Black-Scholes formula
Awarded Jan 10 at 8:45
How is volatility different from variance?
Awarded Jan 9 at 20:50
Hedger's utility function associated with minimizing value at risk
Awarded Jan 9 at 8:30
Good references on Heston Model?
Awarded Jan 9 at 8:25
How rapidly should estimated volatility and volume change for estimating market impact in small markets?
Awarded Jan 8 at 22:45
Poor results forecasting stock price volatility using Python's GARCH model
Awarded Jan 8 at 8:50
Getting rate from a share's given futures price, with known dividend information
Awarded Jan 7 at 23:30
Vasicek Short Rate
Awarded Jan 7 at 22:10
Monte Carlo VAR with differente asset classes
Awarded Jan 7 at 22:05
CAPM - market portfolio vs real portfolio
Awarded Jan 7 at 7:45
Calibrate a SABR model?
Awarded Jan 5 at 20:50
Distribution of time integral of Brownian motion squared (where the Brownian motion occurs in square root time)?
Awarded Jan 5 at 9:30
(post deleted or otherwise unavailable)
Awarded Jan 3 at 11:50
Continuous Time Asset Model in Higham
Awarded Jan 3 at 6:35
Positive convexity swaptions
Awarded Jan 2 at 14:35
How to buy a stock as close to the marketopen price as possible in NSE?
Awarded Dec 31 '18 at 15:55
Black Scholes to Heat Equation - Substitution
Awarded Dec 31 '18 at 15:25
How to determine the cross rate in a triangular arbitrage
Awarded Dec 31 '18 at 14:05
Short position returns with negative NAV
Awarded Dec 28 '18 at 13:55
Splitting theta from vol carry
Awarded Dec 28 '18 at 10:40
Basic Question on rate hikes priced in through Eurodollar futures (EDF)
Awarded Dec 27 '18 at 22:05
Low-Cost Historical Corporate Financials Data?
Awarded Dec 27 '18 at 20:30
Retrieve EBIT from XBRL documents
Awarded Dec 27 '18 at 20:20
What are the benefits of publishing papers in mathematical finance/trading?
Awarded Dec 27 '18 at 20:00
Why are there so few published research papers that apply Deep Learning to Algorithmic Trading?
Awarded Dec 27 '18 at 19:15
Random Walk with normal increments and n time periods why is the increment $\sqrt{(t/n)}$?
Awarded Dec 27 '18 at 19:10
Simulating compound Poisson jump-diffusion process with time-changed jump frequency
Awarded Dec 27 '18 at 10:10
Fama Frech SMB factor and testing for size-effects on the market
Awarded Dec 24 '18 at 11:30
Backtesting assumptions and implementation details
Awarded Dec 23 '18 at 10:05
(post deleted or otherwise unavailable)
Awarded Dec 23 '18 at 10:05
Johansen Cointegration Test in R
Awarded Dec 23 '18 at 10:05
How should I develop my coding ability in order to set myself up for a quant role? [closed]
Awarded Dec 22 '18 at 19:25
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