Skip to main content
Quantitative Finance

Editor

 Editor
First edit.
Awarded 5643 times.
What program should I use to handle large high frequency data?
Awarded Feb 28 at 11:26
Can someone please help me answer this question about Black-Scholes model? (risk-neutral & true probability of the call option)
Awarded Feb 27 at 22:05
CMS FRA explanation
Awarded Feb 26 at 20:41
Correlation between a stock and the index without the stock
Awarded Feb 26 at 18:49
Rigorous formula for adjusted close price
Awarded Feb 26 at 11:50
Black-Scholes model portfolio position
Awarded Feb 23 at 1:57
Pricing a floating rate callable bond with rate scenarios, please help!
Awarded Feb 22 at 18:57
Roll Critique - CAPM and mean variance tautology?
Awarded Feb 22 at 14:25
How to simulate a conditional expectation given a filtration
Awarded Feb 20 at 22:42
What data sources are available online?
Awarded Feb 20 at 19:42
Is the sign of the delta-gamma approximation error predictable?
Awarded Feb 20 at 10:23
(post deleted or otherwise unavailable)
Awarded Feb 19 at 18:21
How to calculate sigma in order to calculate delta? [closed]
Awarded Feb 18 at 20:20
(post deleted or otherwise unavailable)
Awarded Feb 18 at 17:03
Explicit step by step curve construction using FRAs
Awarded Feb 18 at 13:18
QuantLib calculations for a Canadian corporate fixed rate bond differ from BBG YAS
Awarded Feb 17 at 11:21
(post deleted or otherwise unavailable)
Awarded Feb 16 at 16:51
Stambaugh inference for Investment Analysis when History Lengths Differ
Awarded Feb 16 at 13:58
How to calculate holding period return of a long-short strategy?
Awarded Feb 15 at 18:47
QuantLib calculations for a Canadian corporate fixed rate bond differ from BBG YAS
Awarded Feb 15 at 4:56
Calibrating SABR -- Can I calibrate the forward like any other parameter?
Awarded Feb 14 at 17:32
Sharpe ratios (and other risk-adjusted metrics) on Terminal wealth (long-horizon payoffs)
Awarded Feb 13 at 19:27
Does cointegration test of exogenous variable with Y variable make sense when doing ARIMAX/SARIMAX?
Awarded Feb 13 at 11:50
Dollar gamma formula and its derivation
Awarded Feb 13 at 9:22
(post deleted or otherwise unavailable)
Awarded Feb 12 at 16:57
How to compute entry price of perpetual swap contracts in Bitmex, specific example
Awarded Feb 12 at 14:56
Implementing Queue Reactive Model using L2 data
Awarded Feb 12 at 8:17
Who exercises the termination in an early termination clause on a swap
Awarded Feb 9 at 14:57
Can the white noise in multivariate GARCH have different distributions?
Awarded Feb 9 at 11:42
(post deleted or otherwise unavailable)
Awarded Feb 8 at 16:57
Understanding the calibration of High-frequency trading in a limit order book
Awarded Feb 8 at 6:31
(post deleted or otherwise unavailable)
Awarded Feb 7 at 22:41
About the problem of maximizing Sharpe ratio [closed]
Awarded Feb 7 at 1:01
My Montecarlo Simulation is not working?
Awarded Feb 6 at 15:17
(post deleted or otherwise unavailable)
Awarded Feb 5 at 6:50
Bootstrapping adjustment for coupon
Awarded Feb 4 at 9:49
Buying a delta hedged payer swaption
Awarded Feb 2 at 18:26
(post deleted or otherwise unavailable)
Awarded Feb 1 at 9:04
Do linear combinations of two efficient portfolios cover the entire efficient frontier?
Awarded Jan 30 at 22:19
IFRS 9 - Amortized cost - Daily or Annual EIR
Awarded Jan 30 at 11:37
Relationship Between the Equity Funding Curve and Equity Forward Curve
Awarded Jan 27 at 17:36
Validating an option-implied risk-neutral distribution by integrating it twice and comparing the resulting "prices" with the original ones
Awarded Jan 27 at 10:40
Trying to follow course notes deriving Black-scholes PDE, but I can't fill in the gaps
Awarded Jan 26 at 12:42
Breaking down gamma PnL by time
Awarded Jan 24 at 17:55
Stochastic representation of a zero-coupon bond
Awarded Jan 23 at 8:33
(post deleted or otherwise unavailable)
Awarded Jan 22 at 1:18
Information driven bars - exploding threshold level
Awarded Jan 21 at 22:07
Calculating present value of a bond (understanding a step)
Awarded Jan 21 at 17:55
(post deleted or otherwise unavailable)
Awarded Jan 20 at 14:22
(post deleted or otherwise unavailable)
Awarded Jan 20 at 14:22
Bootstrapping the zero-curve/spot-curve from incomplete swap curve par-rates
Awarded Jan 19 at 18:50
(post deleted or otherwise unavailable)
Awarded Jan 18 at 11:46
What is the mathematical difference between Mean-Variance Optimization and CAPM?
Awarded Jan 16 at 22:18
Can effective duration > modifed duration for a callable bond? I get that in QuantLib
Awarded Jan 16 at 18:41
From OHCLV dataset to Tick Chart
Awarded Jan 16 at 4:48
Quantlib Python bootstrapping with ArithmeticOISRateHelper: cannot find a soluton for forward rate
Awarded Jan 15 at 15:32
Reserves using Thiele differential equation
Awarded Jan 15 at 14:27
Historical data components of S&P 1500
Awarded Jan 13 at 21:47
Methods for Constructing a Yield Curve
Awarded Jan 12 at 16:12
MBS Market Duration & Convexity
Awarded Jan 12 at 14:06
1
…
3 4
5
6 7
…
95