Quantitative Finance

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First bounty you offer on your own question.
Awarded 271 times.
Why banks borrow from each other
Awarded Jan 23, 2014 at 17:47
What is the right group of durations?
Awarded Dec 6, 2013 at 8:45
compute sharpe ratio for options?
Awarded Nov 2, 2013 at 11:26
Price functions based on order book events
Awarded Oct 30, 2013 at 12:46
From Fourier Transforms to Option Values
Awarded Oct 29, 2013 at 12:23
Breakeven of a delta-hedged option
Awarded Oct 14, 2013 at 12:08
Testing Valuation, Size and Momentum (proprietary factors) from 1988-2013: No evidence of driving cross-sectional returns
Awarded Aug 19, 2013 at 15:22
How popular is the IRR as a tool for capital budgeting, nowadays?
Awarded Aug 13, 2013 at 7:58
Looking for a recommendation for a Fund Transfer Pricing modelling book
Awarded Aug 1, 2013 at 4:08
Malliavin Calculus
Awarded Jun 18, 2013 at 10:41
Parameter estimation of Ornstein–Uhlenbeck and CIR processes
Awarded May 12, 2013 at 15:51
Copula models and the distribution of the sum of random variables without Monte Carlo
Awarded Feb 7, 2013 at 12:37
How to calculate discounted inflation and growth?
Awarded Dec 4, 2012 at 2:05
How can I estimate the parameters of an option value model of retirement?
Awarded Sep 18, 2012 at 18:11
Modelling with negative interest rates
Awarded Sep 10, 2012 at 12:41
Sanity check - How to price callables
Awarded Jun 29, 2012 at 10:35
What are VIX back-month futures based on?
Awarded May 7, 2012 at 13:57
What are some research articles on using principle components to generate alpha?
Awarded Apr 12, 2012 at 14:58
How to get list of all CUSIPS/ISIN?
Awarded Mar 12, 2012 at 2:56
How do different methods and techniques used in pairs trading compare?
Awarded Jan 8, 2012 at 3:09
Why a self-financing replicating portfolio should always exist?
Awarded Jan 5, 2012 at 8:51
How do I adjust a correlation matrix whose elements are generated from different market regimes?
Awarded Dec 8, 2011 at 20:48
How to cluster stocks and construct an affinity matrix?
Awarded Oct 30, 2011 at 12:48
Do you know a good article on ETF's counterparty risk analysis?
Awarded Sep 19, 2011 at 13:16
How to shift amongst asset classes in response to relative value views?
Awarded Sep 7, 2011 at 15:57
How to derive the implied probability distribution from B-S volatilities?
Awarded Aug 11, 2011 at 19:57
How can we reverse engineer a market-making algorithm (HFT)?
Awarded Jun 21, 2011 at 11:24
How does return-based analysis calculate expected return of a trading system?
Awarded Apr 18, 2011 at 2:02
Quanto CDS modeling
Awarded Mar 19, 2011 at 17:58
How to show that this weak scheme is a cubature scheme?
Awarded Feb 9, 2011 at 21:07
Why is there no "meta-model"?
Awarded Feb 7, 2011 at 23:29
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