Revival - Badge - Quantitative Finance Stack Exchange

Revival

Answer more than 30 days after a question was asked as first answer scoring 2 or more. This badge can be awarded multiple times.

Awarded 969 times.

Can the PDE of Black and Scholes really be derived from the CAPM?

Awarded Sep 28 at 14:00

Frido

1,6441 gold badge3 silver badges20 bronze badges

Unable to match quantlib examples

Awarded Sep 18 at 11:47

Luigi Ballabio

6,88321 silver badges34 bronze badges

question about the market quote from bloomberg

Awarded Sep 18 at 4:41

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

How Market Exchange and Vendor entitlements/permission works?

Awarded Sep 14 at 22:02

databento

2,31811 silver badges23 bronze badges

Understanding SOFR Fixing Rate Retrieval for Future Dates in QuantLib

Awarded Sep 7 at 14:37

Luigi Ballabio

6,88321 silver badges34 bronze badges

Quantlib - bond with capped coupons

Awarded Sep 6 at 6:48

user35980

1,0216 silver badges6 bronze badges

DI futures contract value on bloomberg

Awarded Aug 29 at 20:00

atp

312 bronze badges

How does the underlying get delivered for electricity market derivatives?

Awarded Aug 20 at 21:20

ZRH

1,6518 silver badges22 bronze badges

Black 76 and Asian Style Options on Shaped Power Futures

Awarded Aug 20 at 18:33

ZRH

1,6518 silver badges22 bronze badges

Cash account growth in Burgard & Kjaer (2011)

Awarded Aug 16 at 3:16

Daneel Olivaw

7,8653 gold badges22 silver badges53 bronze badges

FRTB model eligibility of risk factors

Awarded Aug 1 at 19:26

Frank Cho

635 bronze badges

Volatility and weights of a portfolio whose value is negative

Awarded Jul 27 at 14:34

demully

5,0017 silver badges22 bronze badges

RFR boostrapping using RFR OIS: Is convexity adjustment technically necessary?

Awarded Jul 21 at 22:06

GzQuant

212 bronze badges

Bloomberg - Index Constituents over a period of time

Awarded Jul 19 at 17:11

Dimitri Vulis

11.7k3 gold badges17 silver badges54 bronze badges

Delta re-hedging with options

Awarded Jul 19 at 14:07

Arshdeep

1,8656 silver badges14 bronze badges

How to price very short dated options?

Awarded Jul 16 at 13:15

Arshdeep

1,8656 silver badges14 bronze badges

What is broker neutral trading system?Can I use leverage if using broker neutral EMS?

Awarded Jul 11 at 22:56

amdopt

4,7284 gold badges15 silver badges27 bronze badges

Using ISIN to identify stock at yahoo finance

Awarded Jul 11 at 17:17

InvestingSnippets

312 bronze badges

How to find interesting open math problems in quantitative finance that I could publish articles about?

Awarded Jul 3 at 12:42

Michael Isichenko

5062 silver badges10 bronze badges

How to calculate returns for interest rate futures

Awarded Jun 30 at 13:26

ThatDataGuy

6414 silver badges11 bronze badges

Simulation of a DCC-GARCH

Awarded Jun 22 at 13:27

Pleb

4,1563 gold badges9 silver badges24 bronze badges

Best practice in QuantLib Python to include borrow rate

Awarded Jun 19 at 14:32

KT8

5881 silver badge17 bronze badges

How to price lookback american option when its payment is distributed during its life

Awarded Jun 19 at 4:20

Jon Ingersoll

913 bronze badges

Why conversion shows $\frac{\partial C}{\partial T} > 0$?

Awarded Jun 19 at 4:20

Jon Ingersoll

913 bronze badges

Implied Vol skew VS Local Vol skew (as presented by Derman 1995)

Awarded Jun 15 at 9:43

ryc

4013 silver badges6 bronze badges

How to price a call option with long maturity (5 to 10 years)

Awarded Jun 10 at 6:20

Xomuama

1286 bronze badges

Can we use White's reality check to compare two Sharpe ratios?

Awarded Jun 3 at 12:27

Colin T Bowers

7397 silver badges10 bronze badges

Order books theoretical price

Awarded May 31 at 22:17

JCPBBT

213 bronze badges

The derivation of vega/gamma relationship

Awarded May 28 at 18:42

Hans

2,70618 silver badges37 bronze badges

The derivation of vega/gamma relationship

Awarded May 27 at 12:18

Frido

1,6441 gold badge3 silver badges20 bronze badges

Algorithm / source to calculate historical expiry dates of futures

Awarded May 22 at 12:30

madilyn

5,23119 silver badges39 bronze badges

In stock prediction with LSTM, is there a need to get a dataset for a specific time period in order to predict future close price?

Awarded May 15 at 20:15

autoencoder

4383 silver badges11 bronze badges

Predicting time series using Jump Diffusion model and Neural Networks

Awarded May 12 at 22:33

Stéphane

2,4164 silver badges15 bronze badges

How to use neural network for technical analysis?

Awarded May 12 at 22:33

Jacques Joubert

9249 silver badges25 bronze badges

Q regarding amortization of 500,000 loans

Awarded May 6 at 2:10

Quantopik

2,4763 gold badges17 silver badges41 bronze badges

Change of numeraire to the forward measure in the Vasicek model

Awarded May 2 at 18:26

NormanW

214 bronze badges

Historical Economic Release Calendar

Awarded Apr 27 at 22:40

noobie

212 bronze badges

Exchange order matching system/core for local testing

Awarded Apr 21 at 9:12

quantinho

4041 silver badge13 bronze badges

Gamma and Theta of a swaption

Awarded Apr 20 at 15:07

user35980

1,0216 silver badges6 bronze badges

Rare Events in Normal Multivariate distributions

Awarded Apr 16 at 20:05

Dave

3432 silver badges9 bronze badges

What are the parallels between the Black-Scholes equation and the heat equation?

Awarded Mar 31 at 13:40

mirmo

1314 bronze badges

Order Replacement Trade-off for a Market Maker

Awarded Mar 25 at 21:43

lehalle

11.4k1 gold badge48 silver badges80 bronze badges

Black Scholes Theta Finite difference

Awarded Mar 25 at 20:26

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Calculate tenor wise DV01 of a Swap in Quantlib Python, i.e. Key-rate Duration

Awarded Mar 23 at 20:10

David Duarte

5,5751 gold badge8 silver badges20 bronze badges

Exchange rate trend-stationarity

Awarded Mar 22 at 11:47

demully

5,0017 silver badges22 bronze badges

Option pricing Greeks in Python - incorrect Gamma with MC option pricing (Black) using AAD autograd / JAX libraries - but works with closed form?

Awarded Mar 16 at 13:55

Yong-guang Gong

463 bronze badges

How to connect Bloomberg's xbbp api to "Bloomberg Anywhere"

Awarded Mar 13 at 14:08

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Difference between OIS and SOFR?

Awarded Mar 5 at 12:25

dm63

16.2k1 gold badge21 silver badges52 bronze badges

Converting implied volatilities into digital option prices

Awarded Mar 2 at 18:11

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

What are some of the major quantitative approaches to tactical asset allocation?

Awarded Feb 19 at 23:18

Kyle Balkissoon

1,3006 silver badges11 bronze badges

CDS Quote Conversion - Quoted vs Par

Awarded Feb 5 at 18:41

Phil-ZXX

1,19211 silver badges33 bronze badges

Sign retention in mean variance optimization

Awarded Feb 3 at 18:15

develarist

2,9701 gold badge11 silver badges33 bronze badges

Complexity of using balanced-tree to model order book

Awarded Jan 23 at 19:03

databento

2,31811 silver badges23 bronze badges

what is the definition of resetting tenor and time to maturity tenor in libor rates

Awarded Jan 6 at 13:32

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Execution Strategies

Awarded Jan 2 at 22:46

mr_mm

1034 bronze badges

An example of Feynman-Kac

Awarded Jan 1 at 20:12

Nap D. Lover

2253 silver badges11 bronze badges

How does a volatility surface based on moneyness instead of strike stay consistent with put-call parity?

Awarded Dec 29, 2022 at 19:18

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Which models do Bloomberg/Reuters use to derive implied volatility for interest rate derivatives with negative forward rates?

Awarded Dec 25, 2022 at 21:27

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Build a Synthetic Loan for Personal Finance

Awarded Dec 15, 2022 at 18:07

kdragger

5412 silver badges7 bronze badges

Market making in one tick markets?

Awarded Dec 5, 2022 at 2:03

databento

2,31811 silver badges23 bronze badges

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