Quantitative Finance

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 Student
First question with score of 1 or more.
Awarded 6898 times.
Inference on Stock Returns (Newey & West t-statistics)
Awarded 15 hours ago
Compounded returns over $n$ days
Awarded 23 hours ago
Cash flow mapping on multi curve framework
Awarded yesterday
non gaussian distributions with higher moments and time scaling properties?
Awarded Apr 12 at 8:32
Why in Fama-French factor model relative market capitalization and book-to-market aren't used directly for predicting return rate?
Awarded Apr 11 at 22:40
What is “risk-hit ratio”?
Awarded Apr 10 at 23:11
Cocycle Condition for FX and SABR
Awarded Apr 10 at 18:17
Error in has.Ad(x) : object 'BRK' not found
Awarded Apr 10 at 18:17
Random Walk Theory vs. Quant Trading
Awarded Apr 10 at 14:12
negative gamma value for gjr-garch output
Awarded Apr 9 at 23:20
forward variances under rough bergomi
Awarded Apr 9 at 16:06
Derivative of Stochastic Integral
Awarded Apr 9 at 3:55
(post deleted or otherwise unavailable)
Awarded Apr 8 at 23:42
Adjusting volatility while constructing portfolio
Awarded Apr 8 at 17:27
Question on boundary conditions when using Finite Difference
Awarded Apr 7 at 21:26
How to compute standard errors of an estimator with antithetic variates?
Awarded Apr 7 at 17:18
Relationship between Vega and Gamma in Black-Scholes model
Awarded Apr 7 at 14:08
Reading Recommendations - Quantitative Investment Strategies from a “genuine” quant viewpoint
Awarded Apr 7 at 13:27
Strange efficient frontier, when I try to calculate BTC & ETH ratios using MPT(Modern Portfolio Theory) [closed]
Awarded Apr 6 at 22:41
Using candlesticks for Stock price direction prediction
Awarded Apr 5 at 21:52
Yahoo Finance: Different prices depending on the interval?
Awarded Apr 5 at 21:52
Alternatives to Zipline backtester / Alternatives to futures data from Quandl
Awarded Apr 5 at 17:26
(post deleted or otherwise unavailable)
Awarded Apr 5 at 17:26
Change weights of the portfolio [closed]
Awarded Apr 5 at 17:26
Replicating portfolio in the Heston model
Awarded Apr 5 at 13:12
Default intensity in Black-Cox model
Awarded Apr 5 at 10:47
How to prove that the return criteria for adding an investment A to an existing portfolio can be represented using Sharpe Ratio Approach
Awarded Apr 5 at 3:21
Breeden and Litzenberger formula for pricing state-contingent claims
Awarded Apr 4 at 21:55
Self-financing condition and funding, collateral and discounting
Awarded Apr 4 at 16:47
Delta hedge error black-scholes by Mark Davis
Awarded Apr 4 at 12:04
Calibrate Hull-white one factor model with swaption in analytical formula
Awarded Apr 3 at 23:45
Implication of Humped Spot Curve on future spot curve(s)
Awarded Apr 3 at 6:35
How do market makers calculate the IV for options?
Awarded Apr 1 at 21:15
Which date SONIA rate to apply for today's date in an OIS swap
Awarded Apr 1 at 5:55
Dummy variable - regression model
Awarded Mar 31 at 19:11
How much of historic S&P500 gains are from price appreciation vs. dividends?
Awarded Mar 31 at 19:11
Repricing SOFR Quotes and Non-Zero NPV
Awarded Mar 31 at 18:18
Novy-Marx Profitability “Excess” returns - What does Excess mean here?
Awarded Mar 31 at 15:55
What is the correct volatility to use for inverting Black76?
Awarded Mar 30 at 19:47
probability on strategy expected return
Awarded Mar 30 at 16:34
How to solve/evaluate an Ito Integral?
Awarded Mar 30 at 15:11
Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds
Awarded Mar 30 at 3:11
Matching periodicity Fama-French Factors, Portfolio Return and Risk Free rate
Awarded Mar 29 at 19:55
Extracting the OAS out of an MBS?
Awarded Mar 29 at 17:25
(post deleted or otherwise unavailable)
Awarded Mar 28 at 0:06
Statistical Inference of Variance Risk Premia
Awarded Mar 27 at 17:08
annualized vs annual returns
Awarded Mar 26 at 17:21
Is there an alternative to the rugarch package for GARCH modelling?
Awarded Mar 25 at 22:41
Replicating Bloomberg Swap Prices with QuantLib
Awarded Mar 25 at 22:08
Finding default Offsets/Adjustments for CMS indices
Awarded Mar 25 at 17:11
Aggregate Greeks calculations
Awarded Mar 25 at 13:35
CDS option pricing in Quantlib Excel (QuantlibXL)
Awarded Mar 24 at 20:41
Heston stochastic volatility, Girsanov theorem
Awarded Mar 23 at 18:56
Optimal Portfolio Formulation
Awarded Mar 23 at 15:43
Valuing Option Credit Spreads
Awarded Mar 23 at 8:11
MC Simulation using G2Process Evolve function
Awarded Mar 22 at 16:01
Why is providing liquidity on Uniswap a “negative gamma” trading strategy?
Awarded Mar 22 at 13:48
Carry and Pull to Par of a bond
Awarded Mar 19 at 15:56
Cross-listed stocks - how to get capital allocation per country?
Awarded Mar 19 at 12:48
How can I find the distribution function of the following random variables?
Awarded Mar 18 at 16:21
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