Quantitative Finance

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First question with score of 1 or more.
Awarded 6794 times.
how do we use portfolio optimization to hedge an existing portfolio?
Awarded Dec 23 '20 at 12:40
Using stock prices as control variate
Awarded Dec 23 '20 at 11:51
What's the difference between a stock trading on an exchange and a stock being listed on an exchange?
Awarded Dec 21 '20 at 6:56
Markov Property in Optimal Execution?
Awarded Dec 20 '20 at 22:40
Is it possibile to use Ito Formula here?
Awarded Dec 20 '20 at 18:37
Definition of notional for a future contract
Awarded Dec 20 '20 at 4:57
the order of integral of Brownian motion
Awarded Dec 19 '20 at 20:01
Practical implementation of Vellekoop-Nieuwenhuis model/interpolation
Awarded Dec 19 '20 at 8:46
DV01 on LIBOR vs. SOFR basis Swaps
Awarded Dec 18 '20 at 13:02
Warrant volatility surface differs for each issuer
Awarded Dec 17 '20 at 19:34
Measuring stressed credit risk
Awarded Dec 17 '20 at 11:42
Replicating the price of a (Bermudan) callable bond using a Bermudan swaption and bond
Awarded Dec 17 '20 at 0:26
Do you need multi-period ahead covariance forecast, in order to construct portfolios with weekly/monthly rebalancing?
Awarded Dec 16 '20 at 21:04
Would it be possible to combine long butterfly with long straddle, achieving profit no matter the outcome?
Awarded Dec 16 '20 at 20:58
Calculating portfolio log returns
Awarded Dec 16 '20 at 20:49
What happens to bond indices, say IBXXIBHY, when any underlying bond matures?
Awarded Dec 16 '20 at 17:07
Black76: Pricing options on futures
Awarded Dec 15 '20 at 20:46
Why do transaction costs increase the range of the no-arbitrage bounds for an option's price?
Awarded Dec 15 '20 at 19:28
Investigating how rational price of European call option changes [closed]
Awarded Dec 15 '20 at 18:12
Implied Gamma VS Implied Volatility
Awarded Dec 15 '20 at 7:35
Covariance AR(2) Process [closed]
Awarded Dec 14 '20 at 20:50
Portfolio Optimization - Equal Weighting Algorithm
Awarded Dec 14 '20 at 13:47
Swap Spread Arbitrage & Rates/STIRT Vol
Awarded Dec 14 '20 at 10:25
Looking for a good introduction to modelling ARCH-type models
Awarded Dec 13 '20 at 18:05
Expectation of exponential of 3 correlated Brownian Motion
Awarded Dec 13 '20 at 5:56
Build a portfolio with $\beta=1$ and minimize $\sigma^2$ using CAPM
Awarded Dec 13 '20 at 4:01
Verify mean-square convergence of the Euler-maruyama scheme numerically
Awarded Dec 12 '20 at 11:04
(post deleted or otherwise unavailable)
Awarded Dec 11 '20 at 20:32
Historical Constituents S&P 500
Awarded Dec 10 '20 at 17:52
Change of measure to get a determined drift
Awarded Dec 9 '20 at 21:55
ATM volatility for FX options
Awarded Dec 9 '20 at 21:16
Correlation of financial returns: how to account for different frequencies?
Awarded Dec 9 '20 at 20:47
Boundary conditions Heston's stochastic volatility model
Awarded Dec 9 '20 at 17:06
Why a probability distribution can be viewed as a price?
Awarded Dec 5 '20 at 19:11
Covariance matrix for multiple assets - Second attempt
Awarded Dec 5 '20 at 13:45
First Hitting Time and Monte Carlo simulation
Awarded Dec 5 '20 at 8:42
Portfolio Risk Contribution
Awarded Dec 5 '20 at 0:55
% of allocation in a portfolio based on beta
Awarded Dec 4 '20 at 13:07
MATLAB or Python as starting language? [closed]
Awarded Dec 3 '20 at 14:35
LIBOR Quoting Conventions and Swap Pricing
Awarded Dec 2 '20 at 13:07
Cointegration where first differences are not jointly stationary
Awarded Dec 1 '20 at 17:30
Integral of the square of Brownian motion using definition of variance
Awarded Dec 1 '20 at 10:03
Standard deviation formula with Short selling- Markowitz model
Awarded Nov 30 '20 at 23:35
(post deleted or otherwise unavailable)
Awarded Nov 29 '20 at 15:47
How to compare mean-variance-skewness-kurtosis portfolios obtained by expected utility maximization?
Awarded Nov 29 '20 at 15:27
When using qlSmileSectionFromSabrVolSurface in Quantlibxl, why the Option Time for input cannot be less than 1?
Awarded Nov 28 '20 at 2:42
How does a concave up volatility smile correct high kurtosis for ATM option contracts?
Awarded Nov 28 '20 at 2:42
Yahoo finance forex prices
Awarded Nov 28 '20 at 2:42
How To Create Daily Leverage?
Awarded Nov 28 '20 at 2:42
How to fix my Ornstein-Uhlenbeck parameter MLE in Python?
Awarded Nov 28 '20 at 2:42
Continuous option pricing: Brownian Bridge
Awarded Nov 27 '20 at 9:46
(post deleted or otherwise unavailable)
Awarded Nov 26 '20 at 21:50
Limitations of Monte Carlo simulations in finance
Awarded Nov 26 '20 at 13:32
EMM, Supremum and Expectation
Awarded Nov 26 '20 at 11:57
Swaption decomposition - forward options and option on options
Awarded Nov 26 '20 at 7:27
Using Quantlib to pricing a FR007 swap (which is compounding interest rate in floating leg)
Awarded Nov 25 '20 at 22:32
What's the interpretation of the probability of default implied from CDS spreads?
Awarded Nov 25 '20 at 21:40
Any economical MSc to become a Quant? [duplicate]
Awarded Nov 25 '20 at 11:55
Estimation of the probability of default for the expected loss model (IFRS9)
Awarded Nov 25 '20 at 1:57
Jump diffusion simulation
Awarded Nov 24 '20 at 18:50
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