Quantitative Finance

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Awarded 1049 times.
Daily realized volatility and true daily volatility
Awarded Dec 2 at 10:26
Do we use the Nelson-Siegel model to calculate the yield curve?
Awarded Nov 20 at 16:56
Fama-French factor model: why mimicking portfolios?
Awarded Nov 18 at 9:07
FX forward with stochastic interest rates pricing
Awarded Nov 6 at 18:08
Calculating Bollinger Band Correctly
Awarded Oct 22 at 17:10
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Sep 27 at 10:51
Are Futures exactly Delta One?
Awarded Sep 24 at 15:42
Why is a variance swap long skew?
Awarded Sep 22 at 12:57
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Sep 13 at 19:32
Efficient way to store orderbook in Python
Awarded Sep 13 at 13:06
Risk Neutral Probability
Awarded Sep 13 at 9:31
Different versions of sticky strike, moneyness and delta
Awarded Aug 22 at 19:45
Simple example of a funding valuation adjustment?
Awarded Aug 7 at 2:26
Price of bond future, given a specific interest rate?
Awarded Aug 5 at 2:37
What is gamma to do with realized volatility?
Awarded Aug 4 at 23:16
Online sources for quantitative finance research
Awarded Aug 1 at 14:42
Setting the r in put-call parity?
Awarded Jul 27 at 22:19
Why are FRA/futures convexity adjustments necessary?
Awarded Jul 27 at 12:57
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Awarded Jul 25 at 22:08
Book/ Articles recommendation for Volatility models
Awarded Jul 13 at 2:09
Conceptual explanation of the relationship between gamma and vega plotted against delta for a European call option
Awarded Jul 1 at 12:07
where can I get a list of all yahoo finance stocks symbols
Awarded Jun 25 at 9:35
Three mathematical mistakes in Black-Scholes-Merton option pricing?
Awarded Jun 15 at 19:06
What is a stationary process?
Awarded Jun 15 at 16:08
Black-Scholes formula producing a negative number for a Call Option
Awarded Jun 15 at 7:10
What is the point of mental arithmetic tests?
Awarded Jun 12 at 11:17
What is the point of mental arithmetic tests?
Awarded Jun 12 at 5:09
Markowitz Eigenvalues & PCA
Awarded Jun 8 at 23:26
Bayes' rule for conditional expectations (Proof review)
Awarded May 27 at 12:08
How do I calculate yield from a bond futures contract?
Awarded May 24 at 12:42
Most complete list of investment mistakes in stock markets
Awarded May 21 at 12:41
Option time value is Nd1-Nd2
Awarded May 10 at 20:51
Convert arithmetic returns to log returns
Awarded May 4 at 10:15
Volatility skew and how to capture it?
Awarded May 3 at 11:55
How to extrapolate implied volatility for out of the money options?
Awarded May 3 at 11:00
Long Gamma vs Vega
Awarded May 3 at 4:03
Exercising an American call option early
Awarded Apr 23 at 13:40
Yahoo Calendar - What does TAS mean?
Awarded Apr 14 at 0:28
What is C++ used for when writing code at High Frequency Trading firms?
Awarded Apr 4 at 22:05
Is Vasicek risk neutral?
Awarded Mar 29 at 20:25
Where to get price data on Credit Default Swaps?
Awarded Mar 24 at 9:41
What is the implied volatility skew?
Awarded Mar 23 at 17:12
What are some useful approximations to the Black-Scholes formula?
Awarded Mar 22 at 12:07
Why is the VIX futures market usually in a state of contango?
Awarded Mar 22 at 8:52
Why is the VIX futures market usually in a state of contango?
Awarded Mar 22 at 8:52
Why is the VIX futures market usually in a state of contango?
Awarded Mar 22 at 8:52
Is SOFR to replace LIBOR or Fed Fund Rate or both
Awarded Mar 7 at 11:27
Why do ATM call options have a delta of slightly bigger than 0.5 and not 0.5 exactly?
Awarded Feb 23 at 12:42
Quantlib python dual curve bootstrapping example
Awarded Feb 21 at 14:04
Realized Variance (realized volatility)
Awarded Feb 21 at 13:19
how do we estimate position of our order in order book?
Awarded Feb 21 at 3:55
Cheapest-to-deliver (CTD) discount curve
Awarded Feb 20 at 21:26
Is the VIX more similar to a volatility swap or a variance swap?
Awarded Feb 4 at 1:10
Who hedges (more): options seller or options buyer?
Awarded Feb 2 at 20:01
SOFR Discount Curve Construction in Nov 2021
Awarded Feb 2 at 3:35
Why does the volatility smile flatten as maturities increase?
Awarded Jan 23 at 20:55
Probability of stock closing over a certain price
Awarded Jan 20 at 15:32
How to get the probability of exercise call option in Black-Scholes model?
Awarded Jan 4 at 16:48
Returns and logreturns differences
Awarded Jan 3 at 8:47
Video lectures and presentations on quantitative finance
Awarded Dec 22, 2022 at 1:41
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