Quantitative Finance

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First question with score of 1 or more.
Awarded 7253 times.
Options delta as a percentage of option price
Awarded Jun 10 at 10:07
What is the point of hedging in this scenario?
Awarded Jun 9 at 13:28
What causes the gap between ETF prices and intraday NAVs?
Awarded Jun 9 at 1:52
Modigliani risk-adjusted performance - marginal contribution
Awarded Jun 9 at 1:40
Sell weekly covered calls repeatly
Awarded Jun 7 at 17:36
Black-Scholes: Volatility Smile "sharpens" with time to expiry
Awarded Jun 7 at 16:56
Mark Joshi's book - quant interview questions
Awarded Jun 7 at 16:06
OLPS in real conditions
Awarded Jun 6 at 12:46
How to extract informative value from correlations of assets? Subadditivity of correlation calculation an issue
Awarded Jun 5 at 20:28
complete historical mapping of EDGAR Central Index Key (CIK) to stock ticker
Awarded Jun 5 at 16:07
Question about calendar spread mean-reversion strategy
Awarded Jun 5 at 14:20
How to model when to buy and sell a stock? [closed]
Awarded Jun 5 at 7:20
What is "level" and "term" in Derman figures?
Awarded Jun 4 at 20:32
Option pricing under Vasicek, CIR, H-L and BDT model
Awarded Jun 3 at 22:05
(post deleted or otherwise unavailable)
Awarded Jun 3 at 22:05
How to backtest multilegged options strategies?
Awarded Jun 3 at 15:51
RFR boostrapping using RFR OIS: Is convexity adjustment technically necessary?
Awarded Jun 1 at 20:16
On a time integral of Brownian motion up to the hitting time
Awarded Jun 1 at 15:21
(post deleted or otherwise unavailable)
Awarded Jun 1 at 9:18
MGF of Generalised Itô Integral
Awarded Jun 1 at 6:12
DV01 on IRS giving error in Quantlib for ZAR curve "1st iteration: failed at 14th alive instrument"
Awarded Jun 1 at 5:11
Strike Price Determination
Awarded Jun 1 at 4:22
Trouble Calibrating a Vasicek Model
Awarded May 30 at 19:37
How to price a call option with long maturity (5 to 10 years)
Awarded May 30 at 16:25
If 90% of retail traders lose money, doesn’t that mean price movements are not random?
Awarded May 30 at 13:48
Drift Term in Black-Scholes Model Martingale
Awarded May 30 at 10:34
How to model stock price for a monte carlo simulation with fat tails and asymmetric risk
Awarded May 30 at 6:58
PV and Risk on a RFR cross currency swap
Awarded May 28 at 14:11
Black-Litterman Weights for Intersecting Asset Classes
Awarded May 28 at 12:45
Does the Integrity of Tick Data Vary by Vendor?
Awarded May 28 at 12:45
"BTP ITALIA" Inflation Linker Pricing
Awarded May 28 at 12:36
FCFF of a stock and its derivatives
Awarded May 27 at 13:06
Why does adding a negative risk premium to the short rate avoid the occurrence of inverse yield curves?
Awarded May 26 at 12:27
Calendar time portfolio construction
Awarded May 26 at 11:41
How much do brokerage apps cost versus traditional brokerages?
Awarded May 25 at 18:55
CIR process characteristic function
Awarded May 25 at 13:25
Additional requirement for the asset price and payoff to ensure the market is arbitrage-free
Awarded May 25 at 7:15
(post deleted or otherwise unavailable)
Awarded May 25 at 7:06
Is the Australian 3 Month BBSW rate annualised? [closed]
Awarded May 25 at 7:06
Implementing transaction costs to portfolio returns
Awarded May 24 at 17:48
European call option lower bound derivation by Black-Scholes formula [closed]
Awarded May 24 at 15:18
Why does the price of an option increase with increasing Rho?
Awarded May 24 at 10:40
How to test the difference between samples of sharpe ratios
Awarded May 24 at 5:05
Deriving Law of Motion by Ito's Lemma
Awarded May 22 at 0:11
Historical data for 3 month and 6 month lows for NYSE or Nasdaq
Awarded May 22 at 0:11
Can you calibrate the Heston model using stock price trajectories?
Awarded May 21 at 20:50
Ensuring market order creation idempotency
Awarded May 21 at 6:16
CVXOPT quadratic programming mean variance example
Awarded May 20 at 12:41
Backtesting of outperformance of a benchmark using the Deflated Sharpe Ratio
Awarded May 19 at 14:35
Contribution to Mahalanobis Distance
Awarded May 19 at 13:56
Free Arbitrage conditions in ATM swaption surfaces
Awarded May 19 at 12:12
How can one, from regular predictions of high & low prices of a security, their variances and error covariance, construct a trading strategy?
Awarded May 18 at 15:04
Computing expectation of conditional characteristic function of the Heston model and variance process $V_t$
Awarded May 17 at 14:18
How to build Fama-French model factors SMB and HML to compare sustainable index to conventional benchmark?
Awarded May 17 at 8:00
Portfolios sorted by TED volatility
Awarded May 16 at 7:32
Options On Earthquakes
Awarded May 16 at 6:35
Weak solution of a SDE
Awarded May 16 at 6:02
Why calibration in $Q$ against option prices without showing that $Q$ is equivalent to $P$?
Awarded May 15 at 20:46
Should we include the industry variables when we control for year*industry fixed effects?
Awarded May 14 at 23:16
Historical data for total market capitalization
Awarded May 14 at 17:20
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