Quantitative Finance

Student

 Student
First question with score of 1 or more.
Awarded 7413 times.
Hedging large single asset positions
Awarded 3 hours ago
The option is "purer" in its risk---what is meant by this?
Awarded 13 hours ago
Treasury futures wild card option (Monte carlo simulation)
Awarded yesterday
Why is NPV a biased measure?
Awarded yesterday
Which network protocols do trading systems use for speed?
Awarded 2 days ago
Is float32 enough for option pricing?
Awarded May 13 at 17:51
Pricing Options on Inefficient/Illiquid Assets
Awarded May 13 at 11:15
Compute delta from the option price without vol input
Awarded May 13 at 8:32
What is the definition of contract notional value for a futures contract (use futures price or spot price)?
Awarded May 12 at 6:57
Payoff of a Butterfly spread under risk neutral measure is always positive for any t<T
Awarded May 12 at 5:40
Backtesting vs live trading data handling and abstraction
Awarded May 10 at 17:56
Do you roll back the maturities and schedules when backtesting VaR for portfolios of bonds, options or future contracts?
Awarded May 10 at 9:21
Quantlib Yield curve and rate compounding [duplicate]
Awarded May 10 at 8:01
Using the Fama-French 5 factor model in Panel Data
Awarded May 9 at 16:32
How to train mental math for trading? [duplicate]
Awarded May 9 at 15:21
Finding optimal option to maximise gains under given price hypothesis
Awarded May 9 at 9:33
Why does the mean term have a higher effect than the covariance term in MV optimization? [closed]
Awarded May 9 at 2:05
Payment Delay Convexity Adjustment Formula for RFR Rates
Awarded May 6 at 15:21
Local volatility implied spot vol correlation
Awarded May 6 at 11:06
Delta of a barrier option under Heston model
Awarded May 5 at 19:27
What is gamma to do with realized volatility?
Awarded May 5 at 14:48
(post deleted or otherwise unavailable)
Awarded May 4 at 22:27
How to optimize the finding of divergences between 2 signals
Awarded May 3 at 20:48
Simple (?) question about expected bond returns
Awarded May 1 at 18:42
What limits the maximum possible returns when shorting crypto?
Awarded Apr 29 at 16:47
Dumb question : under the assumption of the normal distribution and using log return stationarity
Awarded Apr 29 at 16:12
Which investment do you choose? Same expected return but differing variances and correlation [closed]
Awarded Apr 29 at 15:34
Calibrate the SABR model to the implied volatility surface
Awarded Apr 29 at 12:41
Which is more valuable: a basket of optimal stopping problems or an optimal stopping problem on a basket?
Awarded Apr 26 at 18:25
How to break down yield to maturity to different components?
Awarded Apr 26 at 12:36
Paper on returns from perfect market timing?
Awarded Apr 26 at 8:06
Proof that points to an alternative explanation for the absence of autocorrelation in price movement
Awarded Apr 23 at 16:27
statistically compare 2 sharpe ratios
Awarded Apr 21 at 18:51
"Backtesting" from trading signals and historical prices not functioning properly
Awarded Apr 20 at 20:17
Determine forward rates for EUR/USD
Awarded Apr 15 at 13:51
Interesting finding... "Adjusted Kirk's" and "Bjerksund-Stensland" are exactly the same ??? Spread option calculation
Awarded Apr 13 at 4:47
How to incorporate ESG in Portfolio Optimization?
Awarded Apr 12 at 18:36
Why is the formula for the 5y5y inflation swap forward on bloomberg 2*USSWIT10 Curncy-USSWIT5 Curncy
Awarded Apr 12 at 12:43
How to annualize Sharpe Ratio if monthly returns are serially correlated? Calculation of autocorrelations
Awarded Apr 11 at 13:41
QuantLib-Python Libor Market Model
Awarded Apr 9 at 14:26
Where to find Entries into an Index on CRSP (WRDS)
Awarded Apr 8 at 9:50
Bloomberg API / Excel Add In - Delisted Stocks
Awarded Apr 7 at 20:56
SOFR - Notice of Payment
Awarded Apr 7 at 20:49
Looking for options to visualize large market timeseries data
Awarded Apr 7 at 20:12
How do trading platforms estimate options pricing P&L graphs?
Awarded Apr 7 at 20:07
Dividend Dynamics under Q Measure / Using Girsanov Theorem with Covariance
Awarded Apr 7 at 17:25
How would one construct a volatility surface given only the spot price?
Awarded Apr 7 at 8:42
Help with simple derivation of probability of credit default
Awarded Apr 6 at 21:03
Precise Implied Volatility of Heston Model
Awarded Apr 6 at 6:03
A question about the Grossman-Miller Market Making Model
Awarded Apr 6 at 3:50
Is this the right way to accelerate my Monte-Carlo Simulation
Awarded Apr 5 at 13:31
Dynamic portfolio optimization with cumulative prospect theory
Awarded Apr 5 at 11:11
Basic Autocall question
Awarded Mar 31 at 16:33
Transformation of local volatility model
Awarded Mar 31 at 7:42
Does a bond pay a coupon at maturity? [closed]
Awarded Mar 31 at 7:04
Trying to recreate results from a research paper on HMM and Kolmogorov-Smirnov Test for forecasting regime switching on SP500
Awarded Mar 28 at 20:21
Calculating Risk Free Interest Rates for VIX formula
Awarded Mar 28 at 17:55
Empirically validating GBM assumptions
Awarded Mar 28 at 17:21
Derivatives of derivatives [closed]
Awarded Mar 24 at 10:04
(post deleted or otherwise unavailable)
Awarded Mar 23 at 22:26
1
2 3 4 5
…
124

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.