Quantitative Finance

Student

 Student
First question with score of 1 or more.
Awarded 8262 times.
Value-at-Risk of the sum of three independent lognormal random variables with different confidence level
Awarded Apr 22, 2015 at 16:02
Technical analysis - Calculating Aroon Indicator Serie
Awarded Apr 22, 2015 at 12:49
How to price an option on a dividend-paying stock using the binomial model?
Awarded Apr 21, 2015 at 19:56
Dynamic Hedging for a Bond
Awarded Apr 20, 2015 at 16:56
US options market/microstruture research
Awarded Apr 18, 2015 at 21:34
Sortino Ratio calculation
Awarded Apr 16, 2015 at 21:25
What does it mean to change the currency of a spread between bonds from 2 different countries?
Awarded Apr 16, 2015 at 12:41
The effect of negative interest rates on derivative pricing
Awarded Apr 16, 2015 at 12:41
Why do leveraged and inverse leveraged WTI ETNs have this price relationship?
Awarded Apr 16, 2015 at 2:22
Why do I still see large orders?
Awarded Apr 15, 2015 at 20:26
Getting Into Quant Field without Phd or Masters [closed]
Awarded Apr 14, 2015 at 17:44
excel yearfrac 30u/360 across feb month end
Awarded Apr 14, 2015 at 16:01
CAC40 components historical data
Awarded Apr 14, 2015 at 12:51
Standard Formula for Solvency II
Awarded Apr 14, 2015 at 12:20
Method for finding a arbitrage opportunity when market price of call is incorrect
Awarded Apr 14, 2015 at 7:45
Bootstrap yield curve with QLNet / Quantlib
Awarded Apr 13, 2015 at 7:53
Intraday versus daily volatility in slippage estimation
Awarded Apr 11, 2015 at 19:22
Stationary distribution for square root process
Awarded Apr 11, 2015 at 16:37
How to interpret the French-Fama SMB factor?
Awarded Apr 10, 2015 at 15:15
Is it statistically valid to ignore "irrelevant" stock prices during backtesting?
Awarded Apr 9, 2015 at 12:24
Transformation into Martingale
Awarded Apr 7, 2015 at 19:34
(post deleted or otherwise unavailable)
Awarded Apr 7, 2015 at 14:52
Transition densities in the Heston model
Awarded Apr 7, 2015 at 14:52
What is the legal difference between ETFs, ETNs and ETCs
Awarded Apr 7, 2015 at 14:12
Works of Nassim Taleb
Awarded Apr 7, 2015 at 8:20
Time value of option not always leading to an increased option value
Awarded Apr 7, 2015 at 7:13
Time 0 value of an American Put in Cox-Ross-Rubinstein model
Awarded Apr 6, 2015 at 17:28
Where can i get a feed for country specific economic announcements?
Awarded Apr 6, 2015 at 4:26
Proof of Hamada's Formula (Relationship between levered and unlevered beta)
Awarded Apr 5, 2015 at 17:05
How do I calculate the PPP adjusted exchange rate between two countries?
Awarded Apr 5, 2015 at 14:24
The danger of using Principal Component Analysis (PCA) in Robust Optimization problems
Awarded Apr 5, 2015 at 10:31
ETNs as bank funding
Awarded Apr 3, 2015 at 12:49
Free source of historical ETF units outstanding data?
Awarded Apr 3, 2015 at 3:36
Building custom indices; getting data from web; stats analysis; Python or R?
Awarded Apr 2, 2015 at 12:54
Create Markets Bubble Indicator
Awarded Apr 2, 2015 at 10:15
Implied Volatility Calculation
Awarded Apr 2, 2015 at 9:56
"Extract" the density of the underlying, given the implied volatility "surface"
Awarded Apr 2, 2015 at 8:18
Relationship between ADR in USD and original stock in GBP - Drift in price
Awarded Apr 1, 2015 at 6:19
Value a structured note with Black-Scholes
Awarded Mar 31, 2015 at 22:40
Call option pricing using CCR model - derivation problem
Awarded Mar 31, 2015 at 17:34
Semi-variance/Downside Risk, what about the rest of the covariance matrix?
Awarded Mar 31, 2015 at 7:17
Simulating Brownian motion with jumps
Awarded Mar 30, 2015 at 19:59
Calculate efficient frontier using fPortfolio with incomplete set of returns
Awarded Mar 30, 2015 at 16:01
Best written quantitative finance papers
Awarded Mar 30, 2015 at 14:27
How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Awarded Mar 30, 2015 at 13:13
(post deleted or otherwise unavailable)
Awarded Mar 30, 2015 at 4:49
Hedging behind the decomposition of american put options
Awarded Mar 29, 2015 at 20:11
How can I do a dynamic GARCH model using extended Kalman filter in R?
Awarded Mar 27, 2015 at 17:58
What is the difference between a benchmark yield curve, funding curve and a basis spread curve?
Awarded Mar 27, 2015 at 8:31
Euler discretization of Heston SDE in Mathematica
Awarded Mar 26, 2015 at 22:11
Fitting transition matrices in R by solving for coefficient
Awarded Mar 25, 2015 at 17:29
How to account for correlation between strategies when they are added linearly?
Awarded Mar 25, 2015 at 7:34
The use of GARCH
Awarded Mar 24, 2015 at 19:29
What is the fair price of this option?
Awarded Mar 24, 2015 at 13:33
Downloading high-frequency data: S&P 500
Awarded Mar 22, 2015 at 14:20
Why the Black-Scholes formula can be used in the real world?
Awarded Mar 22, 2015 at 8:54
List of central index keys (CIK) for NASDAQ and NYSE
Awarded Mar 20, 2015 at 21:24
How to Handle Error in SEC Filings
Awarded Mar 20, 2015 at 8:57
Markov Pricing kernel
Awarded Mar 19, 2015 at 11:20
Estimating the next tick movement in Chinese markets
Awarded Mar 19, 2015 at 8:28
1
…
108 109
110
111 112
…
138