Quantitative Finance

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First bounty you offer on your own question.
Awarded 270 times.
At what threshold on delta percentage should I hedge my option portfolio?
Awarded Sep 16 at 9:56
Vanna Volga Price of an Up and In Put
Awarded Sep 6 at 6:22
How to find a risk-neutral measure for funds with management fee
Awarded Sep 1 at 10:18
Does the rolling of bond payments from non-business days to the next or previous business day affect the calculation of accrued interest and YTM?
Awarded Jul 25 at 21:06
Plotting of trendlines with certain conditions post significant pivot point determination
Awarded Jun 25 at 10:35
Is this an optimal stopping problem?
Awarded Jun 14 at 15:19
Questions on options cost of carry, and relationship to futures cost of carry
Awarded Apr 13 at 9:16
Estimating the knockout probability of a discretely observed autocall note
Awarded Apr 1 at 10:18
Gamma for a basket option in Python - Finite Differences vs. AAD Autograd library using Heaviside Approximation
Awarded Mar 24 at 16:21
Basket option value calculation
Awarded Mar 10 at 12:40
Existence of an upper bound for risk-factor betas/coefficients
Awarded Dec 16, 2022 at 11:06
The Holy Grail of Volatility Modelling: The SPX & VIX - Why?
Awarded Oct 17, 2022 at 20:10
Why aren't the optimal entry/exit thresholds for OU pairs trading relatively invariant to shifts in the OU mean?
Awarded Oct 11, 2022 at 23:48
Variance of the log returns in jump diffusion with time-varying jump sizes
Awarded Oct 3, 2022 at 8:17
What is the maximum yield that can be received from owning an equity?
Awarded Sep 30, 2022 at 19:07
Two approaches to optimizing quadratic utility
Awarded Sep 27, 2022 at 11:16
(post deleted or otherwise unavailable)
Awarded Sep 2, 2022 at 21:57
Expectations on real interest rates in China
Awarded Aug 22, 2022 at 13:17
(post deleted or otherwise unavailable)
Awarded Jul 25, 2022 at 22:41
Extreme cases of Retained-Earnings to Total-Assets Ratio
Awarded Jul 24, 2022 at 14:08
Delta hedging when volatility is stochastic
Awarded Jul 24, 2022 at 12:49
How can a top-of-the book market maker protect itself from exploiting?
Awarded Jul 7, 2022 at 19:30
Cointegration between crypto markets
Awarded Jul 5, 2022 at 7:35
Square root specification of parameters in factor models
Awarded Jun 27, 2022 at 21:41
Significant digits in numerical derivative pricing
Awarded Jun 25, 2022 at 14:56
Are there optimal portfolio theories than instead of the expected value they were based on the Mode of distributions
Awarded May 17, 2022 at 17:21
A question about the Grossman-Miller Market Making Model
Awarded Apr 25, 2022 at 19:50
Empirically validating GBM assumptions
Awarded Mar 30, 2022 at 15:52
YTM calculation of a portfolio
Awarded Mar 22, 2022 at 9:26
SDF as an affine transformation of the tangency portfolio
Awarded Mar 10, 2022 at 9:49
Caplet stripping in the bwd-looking RFR world with/without maturity adjustment
Awarded Feb 21, 2022 at 8:31
How am I supposed to understand the following statement on the convexity adjusted rate
Awarded Jan 30, 2022 at 12:25
Deriving the CAPM from the CML
Awarded Jan 8, 2022 at 15:56
difference of carry for zero coupon bonds in Pedersen and Ilmanen
Awarded Nov 21, 2021 at 16:19
Find the value of put option using a two-period binomial model
Awarded Nov 9, 2021 at 17:07
What's the best way to determine if trade was buyer (seller) initiated, having access to bid/ask/last quotes?
Awarded Oct 29, 2021 at 20:27
Kelly Criterion applied to portfolios vs Markowitz MVA
Awarded Oct 27, 2021 at 13:27
Calculate outstanding diluted shares for fourth financial quarter of a company
Awarded Oct 12, 2021 at 8:06
Should the Libor Market Model using spot measure as numeraire simulate an arbitrage free forward curve?
Awarded Sep 15, 2021 at 22:10
python library for backtesting buying and selling multiple cryptos
Awarded Sep 13, 2021 at 0:11
Quarterly Survival rate given there is a Quarterly Probability of Default
Awarded Sep 5, 2021 at 20:46
LIBOR replacement in client products and prospective pricing
Awarded Sep 4, 2021 at 12:47
Convexity Adjustment of Daily Compounded Swap under Hull-White Model
Awarded Aug 28, 2021 at 14:43
Help with pulling company fundamentals from EDGAR
Awarded Jul 31, 2021 at 0:50
Multi-Period Contribution
Awarded Jun 28, 2021 at 13:33
Markov Switching Vector Autoregressive (MSVAR) and Markov Switching Dynamic Stochastic General Equilibrium (MSDSGE) Models
Awarded Jun 15, 2021 at 17:34
Historical ISM report on business?
Awarded May 29, 2021 at 13:57
Pricing of autocallable structured product
Awarded May 7, 2021 at 3:41
IR Cap Forward Premium
Awarded May 5, 2021 at 9:39
Implementing a Variance Swap Hedging in R
Awarded Apr 12, 2021 at 18:55
How accurate is YTM as a reference measure of non-holding-to-maturity return?
Awarded Mar 18, 2021 at 10:05
Are there any APIs to retrieve stock buybacks and dividends to calculate ERP?
Awarded Mar 17, 2021 at 10:40
Deriving the tangency portfolio with a condition in Python
Awarded Mar 15, 2021 at 12:57
Global stock market valuations
Awarded Mar 13, 2021 at 19:01
Is this simple model used to calculate the interest rate duration and credit duration of a floating rate note? Other models?
Awarded Mar 1, 2021 at 12:02
Calculation of market price for option at underlying strike price at some point in future
Awarded Feb 18, 2021 at 17:45
Calculating returns from transactions
Awarded Feb 5, 2021 at 15:45
'Optional Early Termination' clause
Awarded Jan 17, 2021 at 17:10
(post deleted or otherwise unavailable)
Awarded Dec 22, 2020 at 14:10
How do i calculate the Current Expected Credit Loss Model (CECL)
Awarded Dec 14, 2020 at 18:57
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