Quantitative Finance

Editor

 Editor
First edit.
Awarded 5306 times.
Corwin-Schultz estimator of bid-ask spread
Awarded Oct 12 at 7:41
How to Bloomberg compute the implied Yield ? What is FX swap basis spread?
Awarded Oct 11 at 13:49
How to Bloomberg compute the implied Yield ? What is FX swap basis spread?
Awarded Oct 11 at 11:15
Effect on Forward Swap Rate from a parallel shift in forward curve
Awarded Oct 11 at 10:26
Pricing a callable bond in a minimal way
Awarded Oct 10 at 22:06
(post deleted or otherwise unavailable)
Awarded Oct 10 at 11:26
Could a phoenix autocall be priced by a snowball option with zero coupon plus expectation of coupons received in knock out observation dates?
Awarded Oct 10 at 7:30
(post deleted or otherwise unavailable)
Awarded Oct 10 at 6:33
Characteristic Function for Wishart Heston Model
Awarded Oct 9 at 13:19
In Avellaneda-Stoikov market making, what is the difference between "reservation prices" and "optimal bid ask quotes"?
Awarded Oct 7 at 3:26
Computing treasury note/bond prices from yield
Awarded Oct 6 at 21:47
Assessing the value of risk reversal and the fly
Awarded Oct 6 at 15:16
True or false: roll-down return is negative when a bond is trading at a premium
Awarded Oct 6 at 14:05
Floating side value of a swap [duplicate]
Awarded Oct 2 at 15:06
(post deleted or otherwise unavailable)
Awarded Oct 2 at 15:06
Probability Puzzle from a Quant Interview
Awarded Sep 29 at 18:41
(post deleted or otherwise unavailable)
Awarded Sep 28 at 19:17
Pricing illiquid CSO with Monte Carlo
Awarded Sep 28 at 14:11
Probability Puzzle from a Quant Interview
Awarded Sep 27 at 19:55
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Sep 26 at 6:57
Computation of CouponLegNPV using IsdaCdsEngine
Awarded Sep 25 at 13:57
Selling Strangle or Selling Straddle
Awarded Sep 23 at 12:56
Show discrete market is arbitrage free if and only if there exist no admissible arbitrage portfolios
Awarded Sep 21 at 0:35
how to reflect spot and implied vol relationship in vol curve
Awarded Sep 19 at 2:42
(post deleted or otherwise unavailable)
Awarded Sep 18 at 20:50
Question about the footnote in page 33 of the Asset Pricing and Portfolio Choice Theory by Kerry E. Back
Awarded Sep 18 at 8:47
Method for using Historical Simulation method on an Instrument priced using Monte Carlo
Awarded Sep 15 at 11:07
(post deleted or otherwise unavailable)
Awarded Sep 14 at 18:56
m-of-n Soft Call Trigger
Awarded Sep 13 at 21:10
What Do These ACF PACF Tell you? [closed]
Awarded Sep 12 at 20:16
How to price an exchange option using B&S framework?
Awarded Sep 10 at 21:46
How do exchanges calculate option greeks? [duplicate]
Awarded Sep 10 at 15:42
Value of a forward contract proof
Awarded Sep 8 at 3:35
Effect size for information coefficient
Awarded Sep 7 at 20:03
Why are long 2 year Treasury futures (ZT) trading at negative carry?
Awarded Sep 6 at 12:03
Seeking Research on Comprehensive Approaches to Defining the 'Quality Factor' in Financial Analysis
Awarded Sep 5 at 18:10
Delta across futures markets vs respective micros
Awarded Sep 5 at 11:28
How to annualize Sharpe Ratio?
Awarded Sep 5 at 3:07
FRTB - SA Curvature cross gamma with FX options
Awarded Sep 4 at 23:45
Why are long 2 year Treasury futures (ZT) trading at negative carry?
Awarded Sep 4 at 17:21
How do i use this formula to find the YTM of a step up bond?
Awarded Sep 4 at 7:56
(post deleted or otherwise unavailable)
Awarded Sep 2 at 15:08
Does it make sense to adjust a bond spread for price/coupon effects?
Awarded Sep 2 at 6:32
Quant Interview - Best time to buy and short stock with position constraint
Awarded Sep 1 at 15:06
Binance crypto exchange inflow/outflow data, how to calculate from API data? [duplicate]
Awarded Sep 1 at 11:56
What’s the Ito’s lemma of compound Poisson process with two-sided jump and mean-reverting jump size?
Awarded Aug 31 at 11:56
How does unwinding of long BTC futures positions prevent further downside risk/decrease in prices of BTC/Crypto?
Awarded Aug 30 at 16:31
Fama-Macbeth Two Step Confusion
Awarded Aug 30 at 14:57
How to modify the Heston Model such that we can modify the wings of the volatility surface?
Awarded Aug 30 at 14:26
(post deleted or otherwise unavailable)
Awarded Aug 29 at 22:42
Heston Calibration - how far OTM can an option be before it's not considered ATM anymore?
Awarded Aug 29 at 4:38
Volatility Time and Interest Rate Time
Awarded Aug 25 at 16:45
Can someone provide an example of how arbitrage would be used when an american call option can be bought for less than max(final stock - strike,0)? [closed]
Awarded Aug 25 at 15:09
Reconstructing the CRR model knowing put and call prices
Awarded Aug 24 at 18:50
CDS data for different industries/rating? [duplicate]
Awarded Aug 22 at 6:55
(post deleted or otherwise unavailable)
Awarded Aug 21 at 9:33
Computing treasury note/bond prices from yield
Awarded Aug 19 at 7:04
(post deleted or otherwise unavailable)
Awarded Aug 19 at 4:50
Dynamic Weights for Market Cap Weighted Index [closed]
Awarded Aug 16 at 17:41
(post deleted or otherwise unavailable)
Awarded Aug 16 at 12:18
1
2
3 4 5
…
89

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.