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Quantitative Finance

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 Editor
First edit.
Awarded 5642 times.
Proof of the value of an option using hedging and no-arbitrage [ Paul Wilmott Chapter 3.12.2]
Awarded May 19 at 15:22
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Awarded May 19 at 10:06
Conceptual problem with risk neutrality-What is a 'risk-neutral world', exactly?
Awarded May 17 at 23:41
ETNs as bank funding
Awarded May 17 at 18:50
Residual Function
Awarded May 16 at 15:46
Up and Down Multiplicative Factors of the Binomial Option Pricing Model
Awarded May 16 at 9:27
Calculating returns on sequence of trades with zero starting capital
Awarded May 16 at 8:50
Unable to correctly implement the pricing of an American call with multiple discrete dividends using the Clenshaw-Curtis quadrature
Awarded May 15 at 16:55
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Awarded May 14 at 17:34
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Awarded May 14 at 13:26
GARCH model within a system of simultaneous equations
Awarded May 13 at 18:05
Interest Rate Swap versus Cash Bond
Awarded May 11 at 21:05
numéraires change
Awarded May 10 at 19:31
Best introductory books to get a feel for the theory of quantitative finance (with exercises)
Awarded May 9 at 23:57
Validate spread of simulated rates under the LMM
Awarded May 9 at 10:26
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Awarded May 8 at 5:35
Justification of the Risk Neutral Measure in the Schwartz One Factor Commodity Model
Awarded May 8 at 3:55
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Awarded May 7 at 23:21
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Awarded May 6 at 23:33
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Awarded May 6 at 11:06
Interest Rate forward calculation
Awarded May 5 at 23:42
P/L table for a delta hedged position
Awarded May 5 at 12:48
Get upfront bps from a CDS with QuantLib
Awarded May 4 at 23:42
The economic interpretation of stochastic discount factor (SDF) loadings
Awarded May 4 at 6:20
Arbitrage-Free, Breeden-Litzenberger and Risk-Neutral Measure
Awarded May 2 at 20:25
How does an option's time value depend on moneyness?
Awarded May 2 at 18:33
Sample selection for a credit scoring model
Awarded May 2 at 16:43
Idiosyncratic risk calculation - Advanced Portfolio Management (Guiseppe Paleologo)
Awarded May 2 at 12:46
Showing a basic market admits no arbitrage
Awarded Apr 30 at 2:30
sharpe ratio, convert into convex function, not understand that constraint, [duplicate]
Awarded Apr 29 at 14:01
Understanding the Impact of Illiquidity on Equivalent Martingale Measures (EMMs) in a Simple Market
Awarded Apr 29 at 9:20
not understanding ATR calculation
Awarded Apr 29 at 2:56
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Awarded Apr 28 at 23:43
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Awarded Apr 28 at 14:46
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Awarded Apr 28 at 7:48
QuantLib swap Fair Rate not the same as the constructed curve nodes
Awarded Apr 25 at 16:27
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Awarded Apr 25 at 13:16
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Awarded Apr 25 at 8:20
Integral of the square of Brownian motion using definition of variance
Awarded Apr 24 at 18:21
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Awarded Apr 24 at 13:10
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Awarded Apr 24 at 6:55
Understanding the channel break out logic in FSM model by Eugene A. Durenard
Awarded Apr 23 at 19:20
Different notations for times variable in Haug's book
Awarded Apr 23 at 8:57
Covariance matrix of Gaussian EM output
Awarded Apr 21 at 21:08
Double interpolation continuity
Awarded Apr 21 at 12:40
Price display of weighted spreads via PCA and value changed
Awarded Apr 20 at 20:57
Change in price of underlying impact on delta gamma and vega
Awarded Apr 19 at 15:55
Emanuel Derman Volatility Approximation [closed]
Awarded Apr 18 at 23:08
Quantlib OIS USD discount rates don't match Bloomberg discount rates
Awarded Apr 18 at 21:18
Does AI-based trading assume efficient market hypothesis?
Awarded Apr 18 at 16:42
Interpreting Factor Coefficients for an Emerging Markets Fund against the Market and its Benchmark
Awarded Apr 18 at 11:30
Asset pricing based on stochastic inflation discounting (inflation controlled by stochastic state variable)
Awarded Apr 18 at 5:49
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Awarded Apr 18 at 4:07
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Awarded Apr 17 at 22:55
Market make when the orderbook has very few orders/volume in it? (price is stable at $10) [closed]
Awarded Apr 17 at 3:43
Conic form of maximizing Sharpe ratio with long-short constraints
Awarded Apr 16 at 13:42
Help me understand super replicating portfolio
Awarded Apr 15 at 10:11
Do perpetual futures have initial and variation margins?
Awarded Apr 13 at 22:05
How to prove the inequality for the standard deviation of a linear combination of two random variables
Awarded Apr 13 at 10:55
Barrier Puts Pricing (down-and-in put)
Awarded Apr 12 at 22:00
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