Quantitative Finance

Popular Question

 Popular Question
Question with 1,000 views. This badge can be awarded multiple times.
Awarded 4868 times.
Errata for Mark Joshi's Concepts and practice of mathematical finance
Awarded yesterday
PCA predicted yield curve moves do not match (closely) realized yield curve moves
Awarded yesterday
SDE simulation: P or Q?
Awarded yesterday
Realized and Unrealized Profit and Loss [closed]
Awarded yesterday
ACT/360 day convention in swap pricing
Awarded 2 days ago
Does Bloomberg Terminal have access to CRSP "permno"s, Compustat GVKEYs?
Awarded 2 days ago
'Optional Early Termination' clause
Awarded 2 days ago
Interpretation and intuition behind the Put-Call symmetry under the Heston Model
Awarded Dec 5 at 7:33
After hours data - Interactive Brokers
Awarded Dec 2 at 22:55
Max allowable return in Markowitz model
Awarded Dec 1 at 14:37
Are Fama-French returns in percentages?
Awarded Dec 1 at 14:37
Why is the ATM vol kind of an average volatility
Awarded Dec 1 at 13:26
From Libor Curve rates to "forward" zero-coupons
Awarded Dec 1 at 11:26
Calibration Heston Local Stochastic Volatility (LSV) Model
Awarded Dec 1 at 11:16
References on Statistical Arbitrages
Awarded Nov 30 at 22:08
Gamma portfolio trading
Awarded Nov 30 at 14:06
Why xVA is only applicable to derivatives contracts
Awarded Nov 30 at 14:06
Quantlib: convert par swap rates to zero rates back and forth
Awarded Nov 30 at 9:40
Alpha Vantage API time series intraday for foreign stocks into a pandas df
Awarded Nov 30 at 8:26
QuantLib Python: how to calculate the npv of irregular cashflows?
Awarded Nov 30 at 2:42
on "recovering probability distributions from option prices" - how to subtract influence of stochastic volatility?
Awarded Nov 30 at 1:50
Bond Hedging: PCA and regression based hedge ratios
Awarded Nov 28 at 11:26
Implied Volatility of cross currency pairs
Awarded Nov 28 at 7:28
Zero Rates for Deposits using Quantlib Python
Awarded Nov 27 at 7:21
Does numeraire have to be a tradable asset
Awarded Nov 27 at 6:36
Quantlib: day-by-day evaluation of option value
Awarded Nov 27 at 3:07
Difference Between E-Mini SP500 Cash Future And Closest Expiring Contract?
Awarded Nov 25 at 1:11
Comparing Investment Style with Fama French 3 Factor Model
Awarded Nov 23 at 11:55
Calculating the 0.50 delta strike
Awarded Nov 21 at 18:00
z-score versus log standardisation of stock prices for calculating correlation; which to use (in ML clustering, distance measure)?
Awarded Nov 21 at 0:00
Software library: Pricing financial instruments, such as FX Forwards
Awarded Nov 20 at 6:45
What is the stock price expectation?
Awarded Nov 19 at 23:07
Annualising Data
Awarded Nov 19 at 13:03
Do Perpetual American Options have closed form functions to compute the Greeks?
Awarded Nov 17 at 19:41
What is non-reservable criticized exposure?
Awarded Nov 17 at 15:57
Bloomberg FWCM vs FWCV
Awarded Nov 17 at 3:35
What are the proper ways to do order book downsampling?
Awarded Nov 15 at 17:47
Book recommendation: math toolkit for quantitative finance and statistics
Awarded Nov 15 at 13:28
Theoretical fair value of SOFR 1M and 3M Future contracts?
Awarded Nov 14 at 17:43
the difference between CS01 and RS 1%
Awarded Nov 14 at 17:02
Duration of Floating rate bond
Awarded Nov 14 at 13:47
Future Versus Forward Price When Underlying Asset Price Positively Correlated with Interest Rate
Awarded Nov 13 at 12:15
How to derive portfolio weights from risk budget
Awarded Nov 13 at 11:49
Efficient integration of tick data feed with signal generation
Awarded Nov 13 at 11:49
Forecasting conditional returns in DCC-GARCH-copula approach in R
Awarded Nov 13 at 4:41
question on XIRR (excel)
Awarded Nov 12 at 23:08
SABR Question: Why does the market take the beta parameter as a constant?
Awarded Nov 12 at 10:50
Do floating rate bonds always trade near par?
Awarded Nov 11 at 1:01
Zero Curve from a par curve curve QuantLib
Awarded Nov 10 at 15:05
Fitting the Term structure of Discount Bonds with Ho-Lee
Awarded Nov 10 at 10:56
FX swap implied yield from bloomberg
Awarded Nov 10 at 2:25
Calculate Ito integral $\int_0^t W_s^2\text dW_s$ from first principles
Awarded Nov 9 at 19:50
How does bloomberg calculate the discount rate from EUR estr curve? [closed]
Awarded Nov 8 at 13:01
SABR model - beta
Awarded Nov 8 at 9:45
How to hedge a derivative that pays the reciprocal of the stock price?
Awarded Nov 6 at 19:07
Optimise the Sharpe ratio of a portfolio of uncorrelated assets
Awarded Nov 6 at 10:33
Vol, Gamma, Vega -- essentially all the same?
Awarded Nov 5 at 1:51
Pricing of autocallable structured product
Awarded Nov 5 at 0:01
Deriving Bachelier Greeks
Awarded Nov 4 at 1:10
Estimation Risk-Neutral Variance of Returns
Awarded Nov 3 at 22:55
1
2 3 4 5
…
82

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.