Quantitative Finance

Promoter

 Promoter
First bounty you offer on your own question.
Awarded 271 times.
(post deleted or otherwise unavailable)
Awarded Dec 22, 2020 at 14:10
Bergomi: Skew arbitrage
Awarded Nov 20, 2020 at 14:57
Implementing a replicating strategy from the order book
Awarded Nov 19, 2020 at 13:10
Hedging : effect of not matching the term structure of skew
Awarded Oct 28, 2020 at 15:27
(post deleted or otherwise unavailable)
Awarded Oct 15, 2020 at 14:56
Use of PIT vs TTC PD in a Merton one-factor model
Awarded Oct 12, 2020 at 14:12
Post Trade Analysis for Option MMs
Awarded Oct 12, 2020 at 10:50
Tactical Investment Algorithms
Awarded Oct 12, 2020 at 8:48
NPV of Future Investment: Two Approaches?
Awarded Oct 12, 2020 at 7:50
Solve the Schwartz mean reverting PDE for option pricing using Euler explicit method (matlab)
Awarded Sep 21, 2020 at 12:16
(post deleted or otherwise unavailable)
Awarded Sep 11, 2020 at 9:12
Hedge fund memos
Awarded Sep 9, 2020 at 1:21
simulate volatility surface
Awarded Jul 26, 2020 at 9:27
How is the implied risk neutral density affected when changing numeraire?
Awarded Jul 15, 2020 at 14:19
James-Stein estimator for superior estimates of returns in m.v. portfolio optimization
Awarded Jul 11, 2020 at 18:27
Detect pattern from OHLC data in Python
Awarded Jul 6, 2020 at 16:35
Change of measure
Awarded Jun 24, 2020 at 20:57
Asset pricing textbooks
Awarded Jun 24, 2020 at 10:30
Value (price) of defaultable zero coupon bond with credit risk involved
Awarded Jun 23, 2020 at 5:51
How much money would it take to artificially inflate/depress a stock?
Awarded Jun 17, 2020 at 23:23
Numeraire correlated to the traded asset
Awarded Jun 8, 2020 at 11:40
Asset Pricing and inferences - Intercept and relationship to returns
Awarded Jun 2, 2020 at 4:22
Optimization on D-Wave quantum annealer (application in finance)
Awarded May 27, 2020 at 6:33
(post deleted or otherwise unavailable)
Awarded May 23, 2020 at 12:27
Black and Scholes equation for portfolio **with** arbitrage
Awarded May 16, 2020 at 20:35
Balance Sheet and income statement inconsistency across tickers
Awarded May 13, 2020 at 0:41
Identifying "logical" segments on trading charts
Awarded May 11, 2020 at 13:32
How do you calculate value at risk on a portfolio of fixed income instruments
Awarded May 7, 2020 at 20:03
Callable Total Return Swap pricing
Awarded May 6, 2020 at 17:28
Price adjustment of Black-Scholes delta and gamma for a quanto option
Awarded Apr 30, 2020 at 21:21
How to price, hedge ESG-dependent products?
Awarded Apr 22, 2020 at 22:43
(post deleted or otherwise unavailable)
Awarded Apr 21, 2020 at 12:26
Black-Cox yield spreads
Awarded Apr 12, 2020 at 12:20
Integrable cumulative income process
Awarded Apr 1, 2020 at 23:00
CVAR alternatives for optimization
Awarded Apr 1, 2020 at 11:30
(post deleted or otherwise unavailable)
Awarded Mar 30, 2020 at 5:10
Replicating a put option when short selling the underlying is not allowed
Awarded Mar 28, 2020 at 20:40
Market Price of Risk for Consumption Asset - Hull's Example 28.1
Awarded Mar 25, 2020 at 23:50
Quant valuation of a credit card debt (or flexible loan)
Awarded Feb 6, 2020 at 6:50
N Needed for Statistically significant tracking error
Awarded Feb 3, 2020 at 18:50
Forget Kelly, forget fractional sizing. Where is the general theory?
Awarded Jan 12, 2020 at 13:00
target market correlation for long / short equity portfolio
Awarded Jan 8, 2020 at 15:45
Curve building dates overlapping impact on discount factor
Awarded Dec 20, 2019 at 21:55
Estimating Market Price of Risk
Awarded Nov 27, 2019 at 19:00
Discretization of Wiener process
Awarded Nov 25, 2019 at 7:05
Benchmark a Libor Market Model implementation
Awarded Oct 27, 2019 at 18:30
Implied vol vs Realised vol on Event Days
Awarded Oct 16, 2019 at 20:30
How to calculate standard deviation of continuously compounded four-year stock returns?
Awarded Oct 16, 2019 at 8:10
Bates Model Jump Percentage Parameters
Awarded Aug 19, 2019 at 14:45
Rolling seasonal and seasonal reversal patterns factor investing
Awarded Jul 26, 2019 at 14:35
Calculating PD of commercial bank loan
Awarded May 24, 2019 at 12:00
Finding optimal trading of option on a foward
Awarded May 19, 2019 at 21:35
PCA: How to select a smaller set of the original features that best represent first PC with minimal contribution to the other PCs
Awarded May 18, 2019 at 1:10
Local Volatility calculation in Python
Awarded Apr 25, 2019 at 7:55
how to simplify Inflation year-on-year option to Zero-coupon option
Awarded Apr 24, 2019 at 11:15
Detect trend of an index
Awarded Apr 15, 2019 at 17:25
Information Driven Bars (Advances in Financial Machine Learning)
Awarded Apr 5, 2019 at 14:50
LSV model calibration with only few quotes per maturity
Awarded Mar 17, 2019 at 14:00
Efficient frontier doesn't look good
Awarded Feb 28, 2019 at 1:10
What is the trickiest thing to get right in Rates Quant recently (2019)?
Awarded Feb 11, 2019 at 0:15
1
2
3 4 5

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.