Quantitative Finance

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Awarded 5306 times.
Why must the forward price be equal to the expected value for an underlying security [closed]
Awarded Aug 13 at 4:25
Zero Curve Interpolation Does Not recover Node point input rates
Awarded Aug 11 at 18:46
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Awarded Aug 10 at 18:08
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Awarded Aug 9 at 15:41
For a university project I need the historical number of outstanding shares for all companies currently in the S&P 500
Awarded Aug 7 at 14:21
Is this payoff an exotic option or a standard european?
Awarded Aug 6 at 14:42
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Awarded Aug 6 at 11:26
Practical consideration for the calibration of an option pricing model
Awarded Aug 5 at 18:32
Closed-form equation for geometric asian call option
Awarded Aug 5 at 7:51
asian geometric option valuation-- unable to get monte carlo simulation to converge to analytic value
Awarded Aug 5 at 4:35
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Awarded Aug 3 at 19:16
Shreve multiperiod binomial model
Awarded Aug 2 at 2:32
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Awarded Aug 1 at 16:10
What is the Price Elasticity of the 10 year Treasury Market? [closed]
Awarded Jul 27 at 20:30
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Awarded Jul 27 at 15:18
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Awarded Jul 26 at 17:42
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Awarded Jul 25 at 17:42
Expanding window with ugarchroll in rugarch in R
Awarded Jul 25 at 16:04
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Awarded Jul 25 at 15:11
Pricing an American FX Option using Quantlib
Awarded Jul 24 at 6:51
Accounting of a stock put option for Monthly % Changes
Awarded Jul 24 at 6:16
What is your preferred API/source for historic futures (ES) options pricing data and if possible, the Greeks? [duplicate]
Awarded Jul 21 at 17:08
How to test an orderbook using real data
Awarded Jul 21 at 9:26
QuantLib: Analytical Greeks and Numerical Greeks do not match?
Awarded Jul 21 at 0:08
Analytical formula for discounted exposure of a European Put on a stock in Real-World measure
Awarded Jul 20 at 12:42
On the operational process of fractional and delay Brownian motions (FGBM/GDBM) governing respective market scenarios
Awarded Jul 20 at 5:07
Annualized Default Probabilities (short term dp's larger than long term dp's)
Awarded Jul 19 at 14:27
How to calculate the discount rate from yield when adequate price data does not exist [closed]
Awarded Jul 19 at 14:27
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Awarded Jul 16 at 6:42
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Awarded Jul 14 at 15:21
How to solve for the optimal portfolio weight with target variance?
Awarded Jul 14 at 4:55
Variance replication using options
Awarded Jul 11 at 12:16
Cost of Delta Hedging
Awarded Jul 11 at 8:20
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Awarded Jul 10 at 15:18
Generating normally distributed random numbers using Sobol generator in QuantLib
Awarded Jul 10 at 13:05
How to derive the CAPM from maximizing the Sharpe ratio?
Awarded Jul 10 at 10:55
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Awarded Jul 10 at 2:27
Asymptotic behavior of implied volatility at probability mass [closed]
Awarded Jul 7 at 23:15
QuantLib Yield Curve Bootstrapping Fails with Bracketing Error
Awarded Jul 7 at 22:26
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Awarded Jul 7 at 18:20
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Awarded Jul 6 at 20:33
Compute Forward Variance Swap
Awarded Jul 6 at 5:19
Principal Portfolios Prediction Matrix estimation (Bryan Kelly)
Awarded Jul 5 at 21:46
Collateral rate vs. funding rate vs. repo rate in derivatives pricing post-GFC
Awarded Jul 5 at 12:07
Black-Karasinski trinomial tree implementation
Awarded Jul 5 at 9:36
SPX AM vs PM Reg T (T+1) Cash Settlement Dates
Awarded Jul 5 at 0:48
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Awarded Jul 4 at 17:51
Pure jump process in Duffie, Pan and Singleton's paper
Awarded Jul 3 at 20:11
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Awarded Jul 3 at 9:28
Single outsized daily return value creates substantive discrepancy between annualized variance calculated from daily vs monthly returns
Awarded Jul 3 at 2:11
Standard Deviation and Monotonicity property
Awarded Jul 2 at 9:40
What does volatility process mean and how is it different from volatility?
Awarded Jul 2 at 7:27
How can I use Monte Carlo to price a Zero-coupon bond in the Cox-Ingersoll-Ross model?
Awarded Jun 30 at 10:01
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Awarded Jun 27 at 17:27
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Awarded Jun 26 at 18:22
CIR model calibration - python
Awarded Jun 25 at 7:10
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Awarded Jun 24 at 21:17
Why are option bid and ask option prices aggregated by 0.05
Awarded Jun 23 at 13:16
Dynamic Hedging
Awarded Jun 22 at 22:51
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Awarded Jun 21 at 17:06
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