Promoter - Badge - Quantitative Finance Stack Exchange

Promoter

First bounty you offer on your own question.

Awarded 271 times.

Borrower, platform, SPV relationship with borrower payment dependent notes?

Awarded Aug 25, 2016 at 4:50

user3138766

1131 silver badge9 bronze badges

Number of mortgages in a MBS

Awarded Jun 13, 2016 at 13:28

oliversm

1,3899 silver badges19 bronze badges

Trading with Inflation, Unemployment, Trade Deficit Information

Awarded Jun 13, 2016 at 12:06

BBSysDyn

3011 gold badge3 silver badges11 bronze badges

Basket derivatives on weather AND financial underlying?

Awarded Jun 12, 2016 at 15:10

fni

1,88611 silver badges17 bronze badges

SVI negative rates

Awarded May 25, 2016 at 7:34

math

1,7183 gold badges19 silver badges34 bronze badges

Where to find daily European value factor data?

Awarded Apr 20, 2016 at 13:46

KarolisR

6931 gold badge5 silver badges15 bronze badges

Trouble verifying roll rate model

Awarded Apr 15, 2016 at 14:16

Joseph Wood

614 bronze badges

Imposing Restrictions on Cointegrating Vectors, R example

Awarded Mar 22, 2016 at 11:52

london

1918 bronze badges

Estimate probability of limit order execution over a large time frame

Awarded Mar 22, 2016 at 1:49

Kevin Burke

931 silver badge8 bronze badges

Candlesticks: timestamp on open versus close

Awarded Mar 21, 2016 at 8:14

Peque

915 bronze badges

Shorting an option every day vs shorting only at maturity

Awarded Mar 12, 2016 at 20:59

BS.

1652 silver badges15 bronze badges

Implications of shifting the lognormal model for forward rates from a probability perspective

Awarded Mar 7, 2016 at 11:18

Adam

4633 silver badges11 bronze badges

Fama-Macbeth second step confusion

Awarded Feb 20, 2016 at 13:00

Konstantinos

6911 gold badge4 silver badges15 bronze badges

How is this financial product called?

Awarded Feb 17, 2016 at 13:07

Stat Tistician

5451 gold badge3 silver badges15 bronze badges

Equity Index Announcement Data

Awarded Feb 2, 2016 at 13:14

goric

4685 silver badges14 bronze badges

Validating a Credit Scoring Model without Data

Awarded Dec 3, 2015 at 20:21

dmanuge

3861 silver badge8 bronze badges

Computing Pooled IRR from the IRRs of parts

Awarded Dec 2, 2015 at 21:28

KT.

751 silver badge11 bronze badges

Pricing options under a specific framework

Awarded Nov 27, 2015 at 8:39

phdstudent

8,0523 gold badges24 silver badges47 bronze badges

Difficulty understanding put-call parity for currency options

Awarded Nov 13, 2015 at 19:39

user2521987

3393 silver badges14 bronze badges

Discounting dividends and terminal value in valuation

Awarded Oct 24, 2015 at 11:42

user3717005

835 bronze badges

Where can I find data source for structural models?

Awarded Oct 22, 2015 at 6:12

Carol.Kar

4824 silver badges18 bronze badges

Segmented investment to yield same monthly return in each segment

Awarded Sep 17, 2015 at 3:18

Sina Khelil

614 bronze badges

Sources of index data (MSCI, FTSE, S&P etc.)?

Awarded Sep 3, 2015 at 13:21

George Hawkins

1131 silver badge4 bronze badges

How to handle currency change in exchange rate volatility measurement

Awarded Aug 23, 2015 at 7:51

rhorvath

1071 silver badge9 bronze badges

Calculate turnover for portfolio

Awarded Aug 11, 2015 at 13:29

user1723765

1131 silver badge7 bronze badges

Orderbook Arbitrage

Awarded Jul 8, 2015 at 18:27

emcor

5,7493 gold badges31 silver badges56 bronze badges

Model a floating rate BBB yield curve

Awarded Jun 27, 2015 at 2:53

Jagra

5815 silver badges14 bronze badges

Parameters variation in fundraising financial model

Awarded Jun 19, 2015 at 16:12

zavg

836 bronze badges

The source of "Cost of hedging" in the Black Scholes model

Awarded May 19, 2015 at 5:45

Slug Pue

3372 silver badges12 bronze badges

Discrete Trading to reduce speculation

Awarded Apr 30, 2015 at 10:41

Montaigne

912 bronze badges

Technical analysis - Calculating Aroon Indicator Serie

Awarded Apr 22, 2015 at 12:34

xkcd

1339 bronze badges

Futures fair value with spot in different currency

Awarded Apr 20, 2015 at 1:17

RRG

1,0348 silver badges14 bronze badges

Order routing: correlation of having same exchange for buy and sell

Awarded Apr 17, 2015 at 21:54

Jean-Paul

3331 silver badge12 bronze badges

Reference for drawdown, look ahead bias and survivorship bias

Awarded Apr 15, 2015 at 10:13

Kian

8302 gold badges8 silver badges23 bronze badges

CAC40 components historical data

Awarded Apr 14, 2015 at 4:52

m_vdbeek

631 silver badge7 bronze badges

Risk Neutrality Necessary for Dual Delta Calculation?

Awarded Apr 9, 2015 at 0:19

user3264325

5712 silver badges10 bronze badges

Correctly applying GARCH in Python

Awarded Feb 28, 2015 at 6:40

WGS

3131 gold badge4 silver badges8 bronze badges

Non-Negative Matrix Factorization - Estimating the Mean

Awarded Feb 24, 2015 at 16:27

pyCthon

2,0812 gold badges18 silver badges38 bronze badges

When do CDS curves yield arbitrage opportunities?

Awarded Feb 14, 2015 at 19:29

Phil-ZXX

1,19211 silver badges33 bronze badges

What is the proper discounting of PIK and non-compounding bullet loans?

Awarded Feb 11, 2015 at 21:01

PBD10017

6231 gold badge10 silver badges17 bronze badges

Black-Litterman with simple portfolio

Awarded Jan 17, 2015 at 22:55

Wintermute

2471 gold badge3 silver badges8 bronze badges

Parametric/Analytical VaR

Awarded Jan 17, 2015 at 15:31

Kumar

6034 silver badges12 bronze badges

Estimating Number of "Day Trades" from Total Volume of Commodity Futures Contract

Awarded Dec 30, 2014 at 14:29

Rarw

993 bronze badges

Credit Rating or Probability of Default from Financial Ratios

Awarded Dec 27, 2014 at 10:18

BCLC

9218 silver badges34 bronze badges

Aren't Technical Indicators calculated on Adjusted Close Price?

Awarded Dec 23, 2014 at 7:47

Gaurav Ramanan

937 bronze badges

How consequential are violations of the efficient diversification assumption of asset pricing models?

Awarded Dec 16, 2014 at 0:02

Constantin

6221 gold badge6 silver badges17 bronze badges

Can classical economics explain *any* of the so-called stylized facts of finance?

Awarded Dec 15, 2014 at 15:10

Rusan Kax

2081 silver badge11 bronze badges

Key Rate Duration for MBSs greater than Key Rate Tenor

Awarded Nov 12, 2014 at 16:33

ch-pub

4634 silver badges17 bronze badges

Factor Model - Minimum Variance Portfolio [Complete Proof]

Awarded Nov 5, 2014 at 22:47

user25064

1,0576 silver badges16 bronze badges

Scale of Market Quakes Computation

Awarded Sep 15, 2014 at 16:10

LouisChiffre

212 bronze badges

Different interim balances when calculating annual compound interest different ways

Awarded Sep 4, 2014 at 12:25

jeff m

9715 silver badges13 bronze badges

Valuation of barrier options in Jump diffusion model

Awarded Sep 2, 2014 at 20:10

Moneyness

415 bronze badges

What kind of front end/ gui is used with trading applications?

Awarded Aug 31, 2014 at 16:33

nxshar2

1531 silver badge7 bronze badges

M&A hedging an equity portfolio against an index

Awarded Aug 21, 2014 at 8:21

mHelpMe

2592 gold badges5 silver badges18 bronze badges

SVCJ (SVJJ) Duffie et. al Model implementation in Matlab

Awarded Jul 18, 2014 at 14:19

jcfrei

838 bronze badges

Getting the next price of a GBM with reversion

Awarded Jul 9, 2014 at 9:09

Pam

12910 bronze badges

Looking for C# library that provides/contains performance analytics

Awarded May 9, 2014 at 11:15

Matt Wolf

14.4k3 gold badges26 silver badges56 bronze badges

Gamma vs. Volatility Risk

Awarded Mar 29, 2014 at 14:27

Paul

6085 silver badges18 bronze badges

How to use a realized kernel?

Awarded Feb 28, 2014 at 19:34

Dmitri Nesteruk

2,0221 gold badge19 silver badges27 bronze badges

Bond convexity Treasuries futures

Awarded Feb 21, 2014 at 2:07

jessica

2,0983 gold badges21 silver badges31 bronze badges

Prev 1 2 3

5 Next