Quantitative Finance

Student

 Student
First question with score of 1 or more.
Awarded 8105 times.
Liquidity Stress Test of Investment fund - Liquidation tracking error
Awarded 4 hours ago
Hedging FX Risk of a fund
Awarded 14 hours ago
How would you approach this positive EV and high variance betting problem?
Awarded yesterday
US swap spreads
Awarded 2 days ago
Where to look for data on bonds? [duplicate]
Awarded Dec 2 at 10:46
QuantLib Python - Discount Factor Interpolation within curve nodes
Awarded Dec 1 at 7:40
Why stock beta is not equal to its index weight?
Awarded Nov 30 at 8:16
Market Makers how can they sell an asset they don't have
Awarded Nov 30 at 7:50
QuantLib: Pricing BRL zero coupon swap using relevant attributes in Quantlib
Awarded Nov 29 at 9:20
The relationship between no-arbitrage and the law of one price
Awarded Nov 29 at 7:43
How does one calibrate lambda in a Avellaneda-Stoikov market making problem leading to Gueant-Lehalle-Tapia model?
Awarded Nov 29 at 0:47
Alternatives to RDBMS for options backtesting
Awarded Nov 28 at 19:25
Portfolio construction in the real world [closed]
Awarded Nov 28 at 19:02
What is the correct procedure for discounting risky cash flows? [closed]
Awarded Nov 28 at 3:26
Configuring barrier option in Quantlib-Python
Awarded Nov 27 at 22:17
Floor vs Receiver Swaption with Equal Strike
Awarded Nov 26 at 19:48
How do we price a Non-USD currency FX Forward pair by using cross-currency basis for each currency?
Awarded Nov 24 at 12:28
Calibration of Levy models and Stochastic Volatility Models - Data used
Awarded Nov 24 at 9:27
Construct a zero coupon bond
Awarded Nov 23 at 16:28
Kou model - can't reproduce prices of European Option from Toivanen and Forsyth [duplicate]
Awarded Nov 23 at 11:31
Determining bet sizes given odds
Awarded Nov 22 at 15:40
Maximising sharpe of portfolio with equal weights
Awarded Nov 18 at 9:35
replicating momentum strategy - Formation Periods
Awarded Nov 18 at 8:47
Pricing barrier options under risk neutral measure
Awarded Nov 18 at 0:35
Efficient Method of Moments(EMM) for Stochastic volatility model
Awarded Nov 16 at 8:21
Multi level micro price
Awarded Nov 16 at 7:21
Ten Year Note Futures Implied Repo Rate calculation from CME Understanding Treasury Futures Document
Awarded Nov 15 at 20:42
I am trying to compute the the tail of a future roll using the ratio of forward dv01
Awarded Nov 14 at 18:52
SOFR futures options margining
Awarded Nov 14 at 4:45
Climate Models in Banking - what modeling are banks currently doing?
Awarded Nov 12 at 20:50
Is Bloomberg's global equity data sufficiently high quality that it can be used for backtests?
Awarded Nov 12 at 17:25
Determining the floating rate for an interest rate swap
Awarded Nov 12 at 14:57
Quantlib - mismatch with BBG Swap
Awarded Nov 7 at 19:03
Improve Trade Execution For Mid-Frequency Futures Systems
Awarded Nov 7 at 17:57
Straddle Approximation - Directly from Integral
Awarded Nov 4 at 20:18
Lopez de Prado Advances in Financial Machine Learning- entropy for adverse selection
Awarded Nov 3 at 20:15
Why does total spread increase as the number of market maker increases?
Awarded Nov 3 at 10:19
Are there known benchmark examples where Cover universal portfolio performs better than naive uniform CRP and Split-and-Forget?
Awarded Nov 3 at 8:25
Uncertainty on volatility prediction using GARCH(1,1)
Awarded Nov 2 at 15:52
Incomplete market
Awarded Nov 1 at 22:26
CML equation - from where does the square come from?
Awarded Nov 1 at 17:04
Delta of Black formula vs numerical
Awarded Nov 1 at 16:41
Conditional expectation of increments of stochastic process [closed]
Awarded Oct 31 at 21:06
Academic Mailing List Quantitative Finance / Machine Learning
Awarded Oct 31 at 17:36
Should I use common equity or total equity for book value? (when replicating Lewellen's 2015 paper on a cross section of expected stock returns)
Awarded Oct 30 at 21:36
Why the biz day convention of OIS Rate helper is hard coded as Modified Following in QL?
Awarded Oct 30 at 12:17
Portfolio construction: Over/underweighting assets with a given active risk budget
Awarded Oct 30 at 10:41
Total return time series for an interest rate swap
Awarded Oct 30 at 10:22
(post deleted or otherwise unavailable)
Awarded Oct 29 at 18:16
Closed form solution for Mean-Variance optimization without short-selling
Awarded Oct 29 at 12:56
Extending/Subclassing QuantLib Classes in Python?
Awarded Oct 29 at 7:21
Delta hedge call option on short rate
Awarded Oct 27 at 21:52
Zero Coupon Bonds for Structured Products
Awarded Oct 26 at 20:16
How to trade forward volatility?
Awarded Oct 26 at 7:56
Forecasting Realized Volatility with Machine Learning [closed]
Awarded Oct 24 at 17:15
determine cross currency basis spread in illiquid markets
Awarded Oct 24 at 12:33
Vega, square root of time, and ATM straddles
Awarded Oct 24 at 12:33
Dynamic PSD threshold for FFT
Awarded Oct 24 at 12:05
Understanding the Intersection of "Advances in Financial Machine Learning" and "Asset Pricing in Stock Market Prediction"
Awarded Oct 24 at 10:32
PCA for portfolio optimization (Markowitz)
Awarded Oct 23 at 16:43
1
2 3 4 5
…
136

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.