Quantitative Finance

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First edit.
Awarded 5312 times.
Quantlib SOFR swap repricing across 2 different dates
Awarded May 11 at 17:32
Quantlib Slow valuation of ois_swap on multiple eval days
Awarded May 11 at 14:28
Why isn't the Sharpe Ratio computed on the cumulative return rather than return mean? [closed]
Awarded May 10 at 17:06
Black's formula derivation: expectation of a indicator times a random variable
Awarded May 10 at 3:40
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Awarded May 9 at 20:30
Methods to estimate Options volume
Awarded May 9 at 13:18
Methods to estimate Options volume
Awarded May 8 at 17:50
VaR backtesting. Reasons for over- and underestimation of value at risk estimates?
Awarded May 8 at 17:50
Dynamics of independent Geometric Brownian Motions under risk-neutral measure Q
Awarded May 8 at 3:57
Options delta as a percentage of option price
Awarded May 7 at 1:58
Expense ratio over time
Awarded May 6 at 23:45
Discounted price of an option
Awarded May 5 at 14:41
YYIIS Inflation swap chapter 16 of Brigo's text
Awarded May 5 at 14:41
Dark Pool Midpoint Order Matching
Awarded May 4 at 21:03
Equivalent definition of brownian motion
Awarded May 4 at 12:15
Central Index Key (CIK) of all traded stocks
Awarded May 3 at 11:11
LIBOR rate used for computing discount margin
Awarded May 2 at 22:41
IRS Payer/Receiver swap dv01
Awarded May 2 at 11:56
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Awarded May 2 at 1:07
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Awarded May 1 at 23:06
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Awarded May 1 at 20:27
Why do exchanges apply a fixed interest rate as part of the funding rate for perpetual futures?
Awarded May 1 at 6:41
Deriving an Analytical Expression for Standard Deviation of Log Returns
Awarded May 1 at 3:56
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Awarded Apr 30 at 2:03
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Awarded Apr 29 at 17:47
Which library shall I use for time series analysis in Java?
Awarded Apr 29 at 13:50
Contribution to CAGR
Awarded Apr 28 at 12:52
If the price of a stock follows a Geometric Brownian motion, then does stock return depends on past stock returns? [closed]
Awarded Apr 28 at 0:12
QuantLib FixedRateLeg cashflow date shifting issue with Unadjusted convention
Awarded Apr 26 at 13:26
Supply Chain Data of S&P 500 firms from Refinitiv Eikon
Awarded Apr 26 at 11:05
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Awarded Apr 26 at 7:42
Floating Strike Geometric Averaged Asian Option Pricing
Awarded Apr 25 at 18:06
Which expiry interpolation method for caplet/floorlet surfaces?
Awarded Apr 25 at 13:49
How are the risk premiums (SMB, HML) calculated for the Fama-French factor model
Awarded Apr 24 at 11:42
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Awarded Apr 24 at 2:06
Has work been done on PID controllers for optimal trading?
Awarded Apr 23 at 14:26
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Awarded Apr 22 at 18:05
Calculating the Minimum Variance Hedge Ratio [closed]
Awarded Apr 19 at 20:47
Best tool to find an optimal option?
Awarded Apr 19 at 9:56
Black Scholes PDE explicit Scheme
Awarded Apr 19 at 2:05
Pricing and Risk Management of Exotic Options with a Volatility Surface [duplicate]
Awarded Apr 18 at 17:08
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Awarded Apr 18 at 5:56
How to use GARCH/ARCH/EGARCH volatility forecasts to compare the Black Scholes constant volatility assumption with GARCH/ARCH/EGARCH volatility
Awarded Apr 17 at 23:11
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Awarded Apr 16 at 20:27
Having a hard time getting sentiment analysis bot to calibrate bet probabilities well
Awarded Apr 15 at 22:07
A measure of volatility that uses open, close, low and high prices?
Awarded Apr 15 at 16:47
In-depth derivation of implied volatility in the SABR model
Awarded Apr 15 at 10:33
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Awarded Apr 15 at 2:48
Feynman-Kac formula: Ito's lemma for exponentiated integrals $e^{-\int b dr}$
Awarded Apr 14 at 13:07
SABR model - beta
Awarded Apr 14 at 12:50
What is the risk neutral expectiation of an option price given a move in spot?
Awarded Apr 13 at 14:12
American option pricing formulation
Awarded Apr 13 at 9:32
Bond Annual Expected Return [closed]
Awarded Apr 11 at 16:01
Longstaff-Schwarz LS Monte Carlo - which approach is correct? [closed]
Awarded Apr 11 at 10:07
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Awarded Apr 11 at 8:50
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Awarded Apr 11 at 2:27
How to (efficiently) calculate the maximum possible return of a perfect "crystal ball" investment strategy?
Awarded Apr 9 at 6:56
Correct form of discount rate [closed]
Awarded Apr 8 at 19:20
How to analyse the resilience of banks during financial crises using linear regression and other statistical methods?
Awarded Apr 6 at 11:12
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Awarded Apr 6 at 7:32
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