Quantitative Finance

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First question with score of 1 or more.
Awarded 6262 times.
CVA Probability of default
Awarded 5 hours ago
Option Based Portfolio Insurance OPBI Simulation Excel
Awarded yesterday
How to estimate the intensity rate $\lambda$ of a Cox Process
Awarded yesterday
Portfolio Optimization sum of weights constraint with short selling
Awarded yesterday
Regression and Stats Interview Questions [closed]
Awarded 2 days ago
Repo sensitivity
Awarded Jul 31 at 21:51
Estimate market price of risk $\lambda_t$
Awarded Jul 31 at 11:27
Selecting the correct MaxLag for Granger's Causality
Awarded Jul 31 at 0:51
What put options would the Universa Tail Fund have bought?
Awarded Jul 30 at 21:58
Is there a noticeable difference in making scatter plots and regression models with tick-data or with candle data?
Awarded Jul 30 at 4:25
Can alpha be positive if cumulative returns underperform the benchmark?
Awarded Jul 29 at 23:05
Complexity of using balanced-tree to model order book
Awarded Jul 29 at 2:10
Variance-Covariance Matrix under $\mathbb{P}$ and $\mathbb{Q}$
Awarded Jul 28 at 23:27
What can the area under a GBM jump curve tell you
Awarded Jul 28 at 22:33
Can someone explain how the evaluation and execution through to post-acquisition portfolio management?
Awarded Jul 28 at 16:11
Market Impact proportional to the bid-ask spread
Awarded Jul 28 at 14:48
Has AlphaVantage stopped NSE stock quotes data? [closed]
Awarded Jul 28 at 5:34
How to derive the expected loss from the credit risk of a bond?
Awarded Jul 27 at 13:13
Question on the details of certain parameters in Sharpe Ratio [closed]
Awarded Jul 26 at 6:34
How to calculate Interest Rate Swap returns
Awarded Jul 25 at 20:30
At-the-money forward implied volatility
Awarded Jul 25 at 2:45
Why is the Schöbel-Zhu model affine?
Awarded Jul 23 at 21:48
Infinitesimal Generators and Expectation of First Hitting Time as Solution of Differential Equation
Awarded Jul 23 at 18:10
Does a combined Portfolio always performs like the average of the merged subportfolios?
Awarded Jul 23 at 2:41
Is there a good guide/mind map for factors of quantitative trading?
Awarded Jul 22 at 22:57
How do farmers use futures when they are not physically settled
Awarded Jul 22 at 1:51
Downloading Historical Data from Finam.ru
Awarded Jul 21 at 6:34
How to download full daily historical data of MSCI AC Asia Index
Awarded Jul 20 at 13:26
Modelling Geometric Browian Motion price model with stochastic volatility
Awarded Jul 20 at 13:26
Operator splitting method on three assets black scholes equation
Awarded Jul 19 at 17:11
Is there any public data to get OIS for differal time (1d, 1W, 1M, …, 10Y)?
Awarded Jul 19 at 6:42
How to connect Bloomberg's xbbp api to “Bloomberg Anywhere”
Awarded Jul 19 at 1:04
Is it possible to match talib's RSI results down to machine precision using just python?
Awarded Jul 18 at 0:50
List of ticker-symbols of European countries
Awarded Jul 18 at 0:50
Is this how stock trading works?
Awarded Jul 18 at 0:41
Deriving Forward Vol from Straddle and Put Spread
Awarded Jul 17 at 0:17
Did AlphaVantage drop the swedish stock exchange?
Awarded Jul 17 at 0:07
Options when there's no VolSurf - Emerging/Frontier Markets
Awarded Jul 16 at 21:07
Can you predict MTM gain or losses on future contract?
Awarded Jul 16 at 20:37
Why Bloomberg USD swap curve (YCSW0023 Index) changes last month?? and why put a Financial commodity future into this curve?
Awarded Jul 16 at 11:58
Solution for a SDE for a Bond found in Bugard & Kjaer
Awarded Jul 16 at 6:23
(post deleted or otherwise unavailable)
Awarded Jul 16 at 2:05
Interest rate hedging using treasury futures – timing and duration
Awarded Jul 16 at 2:05
Limit of conditional expectations (when limit linked to the conditionning)
Awarded Jul 15 at 17:00
Which measure is used to price a swap?
Awarded Jul 15 at 17:00
Oil price model calibration with Kalman Filter and MLE in python
Awarded Jul 15 at 16:55
How is it that price to book of a bank can fluctuate so wildly?
Awarded Jul 15 at 9:09
(Self-study) Futures, bonds, and arbitrage
Awarded Jul 15 at 5:20
(post deleted or otherwise unavailable)
Awarded Jul 15 at 2:30
Choosing which interest rate model to go with?
Awarded Jul 14 at 21:00
Clean vs dirty price for bonds
Awarded Jul 14 at 11:27
Definition of defaults via unobserved assets
Awarded Jul 14 at 10:16
Pricing Variance Swap [closed]
Awarded Jul 13 at 17:51
Estimate of basket volatility
Awarded Jul 13 at 16:30
Multivariate MC: what am I doing wrong?
Awarded Jul 13 at 15:34
Cumulative returns are more correlated than non-cumulative
Awarded Jul 13 at 2:26
The distribution of mean reversion time from the OU process
Awarded Jul 12 at 20:26
Hand coded algorithm for tangent algorithmic differentiation
Awarded Jul 12 at 17:20
Option data analysis
Awarded Jul 11 at 23:20
Arbitrage strategy using binomial tree
Awarded Jul 11 at 20:17
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