Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

  7. current community

    your communities

    more stack exchange communities

    company blog
Quantitative Finance

Help Center > Badges > Student

 Student
First question with score of 1 or more.
Awarded 4936 times
Monte Carlo for Asian Pricing
Awarded 58 mins ago
Should Put/Call Parity result in Zero Return or the Risk-Free Rate?
Awarded 14 hours ago
OIS, Fed Funds Rate and Working
Awarded yesterday
Call Option Overvalued and put-call parity
Awarded yesterday
Pricing an exotic with barrier at discrete times
Awarded yesterday
Kalman Filter for Multiple Regression?
Awarded yesterday
Application of Itô's lemma - Forward process
Awarded yesterday
Calculating QuantLib IborCoupon with / from given index fixing
Awarded 2 days ago
Extract historic share prices for certain securities at certain points in time with Bloomberg Excel Add-in? [on hold]
Awarded 2 days ago
How can we value NPV for a standard FX Swap?
Awarded 2 days ago
Profit and Loss on delta-hedged portfolio
Awarded Mar 19 at 16:05
How do you interpret Level 1 data to a list of transactions/trades?
Awarded Mar 19 at 6:00
What are some unanswered questions or unexplored areas in financial mathematics? [on hold]
Awarded Mar 18 at 23:00
How to numerically simulate exponential stochastic integral
Awarded Mar 18 at 17:00
Statistical procedures on comparing the four Asset pricing models [on hold]
Awarded Mar 18 at 11:05
Objective function: as close to equal weight as possible
Awarded Mar 18 at 6:10
Two barrier options puzzle
Awarded Mar 17 at 23:35
Change in CDS and counterparty
Awarded Mar 17 at 18:50
Spot trading: exact mathematical definition of the positions for a portfolio
Awarded Mar 17 at 2:55
Effective duration and recalibration
Awarded Mar 16 at 19:10
Probit and Fama-Macbeth procedure
Awarded Mar 16 at 12:05
Why can the t-bill rate forecast stock returns?
Awarded Mar 15 at 11:00
Break-even volatility for delta hedge portfolio
Awarded Mar 15 at 8:45
Augmenting Sharpe ratio with ML-calculated default probability
Awarded Mar 15 at 8:35
What is the intuitive explanation for the spot risk in an FX swap?
Awarded Mar 14 at 16:55
Negative theta in Log-linear stochastic volatility model
Awarded Mar 12 at 21:10
Ito's Lemma for this problem
Awarded Mar 12 at 4:25
What is the formula for the forward price of a inflation linked bond assuming there are coupons in the interim period and the deal is collateralised?
Awarded Mar 11 at 20:55
USD OIS curve. Why is the the bid bigger than the ask for maturities > 7 years?
Awarded Mar 11 at 13:25
Calculation of duration based on spot rates
Awarded Mar 11 at 8:25
Spread Duration weighted OAS vs. Mkt Cap Weighted?
Awarded Mar 11 at 7:40
estimate cost of equity (Re) / required rate of return using DCF
Awarded Mar 11 at 4:50
Comparing Values of 5s and 7% Notes (Security Analysis by Benjamin Graham)
Awarded Mar 11 at 0:45
Inverse Problems in Finance
Awarded Mar 10 at 17:30
martingale anomaly in pricing risky assets
Awarded Mar 10 at 15:00
Quantitative model for investing in ETFs [closed]
Awarded Mar 10 at 11:20
Using SVI model for IV surface
Awarded Mar 9 at 20:40
Deriving default probability from CDS spread via stripping
Awarded Mar 9 at 11:05
How to hedge a perpetual barrier option?
Awarded Mar 9 at 4:03
Calculating weights of tangency portfolio
Awarded Mar 8 at 14:45
Tick Imbalance Bars - Advances in Financial Machine Learning
Awarded Mar 8 at 14:45
Feller Condition (Cox-Ingersoll-Ross) source
Awarded Mar 8 at 12:40
On quadratic covariation
Awarded Mar 8 at 9:35
How does one make money from CVA (Credit Valuation Adjustment)?
Awarded Mar 7 at 23:50
Relationship between CML and SML
Awarded Mar 7 at 14:45
Bond discounting conventions
Awarded Mar 7 at 14:30
Monte Carlo Method for American Call Option (No Dividends)
Awarded Mar 7 at 9:20
Question about co-skewness
Awarded Mar 6 at 6:05
Seeking data source for index constituents and changes
Awarded Mar 5 at 19:35
Co-variance of Portfolio A with Portfolio B
Awarded Mar 5 at 2:40
Stateful Technical Analysis Indicator Libray For Python
Awarded Mar 4 at 23:40
Most significant research articles for practical investors with research perspectives
Awarded Mar 4 at 21:20
Stochastic Long-Run Mean Instantaneous Variance in Heston Model (and extensions)?
Awarded Mar 3 at 14:55
(post deleted or otherwise unavailable)
Awarded Mar 2 at 12:05
Question about Fama Macbeth Regression (Confusion about paper)
Awarded Mar 2 at 11:50
(post deleted or otherwise unavailable)
Awarded Mar 2 at 11:35
Is there an advantage trading options based on deep in the money Open Interest Volume ratio
Awarded Mar 2 at 2:00
(post deleted or otherwise unavailable)
Awarded Mar 1 at 23:25
Using QuantLib Python to value FX options using stochastic volatility
Awarded Mar 1 at 23:25
US 10yr future and ED future
Awarded Mar 1 at 23:25
1 2 3 4 5 … 83