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 981 times.

How to compute momentum from equity time series?

Awarded Oct 18, 2011 at 18:12

Zach

1,3812 gold badges13 silver badges21 bronze badges

How Would You Categorize A Cap or Spread On A Monthly Sum Option?

Awarded Oct 12, 2011 at 22:37

Brian B

14.7k27 silver badges58 bronze badges

What should be considered when selecting a windowing function when smoothing a time series?

Awarded Oct 11, 2011 at 16:13

vonjd

27.3k11 gold badges101 silver badges164 bronze badges

penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$

Awarded Oct 10, 2011 at 10:37

Dimitris

8161 gold badge6 silver badges14 bronze badges

How do bond pricing formulae differ between the US, UK and the Euro zone?

Awarded Sep 30, 2011 at 0:54

fabien

3111 silver badge3 bronze badges

Do you have historical tick data you want to donate?

Awarded Sep 19, 2011 at 16:56

Louis Marascio

5,4873 gold badges31 silver badges40 bronze badges

Do people use unbounded interest rate models, and what alternatives exist?

Awarded Sep 18, 2011 at 16:43

strimp099

2,09616 silver badges26 bronze badges

How should I calculate the implied volatility of an American option in a real-time production environment?

Awarded Sep 14, 2011 at 18:44

onlyvix.blogspot.com

2,54319 silver badges24 bronze badges

How do I eliminate developed currency funding cross rate risk in an EMFX position?

Awarded Sep 1, 2011 at 14:26

Phil H

3,66917 silver badges20 bronze badges

Is it possible to estimate the correlation between an equity and its IV, purely from its IV skew?

Awarded Aug 13, 2011 at 13:59

Brian B

14.7k27 silver badges58 bronze badges

How do I estimate convergence in monte carlo methods?

Awarded Aug 8, 2011 at 2:56

Beer4All

6445 silver badges11 bronze badges

How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?

Awarded Aug 5, 2011 at 18:56

Tal Fishman

13.4k6 gold badges63 silver badges109 bronze badges

Currency Hedged ETFs

Awarded Aug 2, 2011 at 4:22

Tal Fishman

13.4k6 gold badges63 silver badges109 bronze badges

Question about equations and risk factors.

Awarded Jul 31, 2011 at 13:41

shabbychef

2,8364 gold badges25 silver badges31 bronze badges

How to estimate a multivariate GJR or TARCH model in Eviews?

Awarded Jul 28, 2011 at 23:39

Aarthi

3931 gold badge4 silver badges7 bronze badges

Option trading API other than Interactive Brokers

Awarded Jul 21, 2011 at 23:28

Nik

761 silver badge2 bronze badges

Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?

Awarded May 31, 2011 at 9:32

Contango

1,4902 gold badges19 silver badges28 bronze badges

What is the best method to compute project volatility in Real Option Valuation?

Awarded May 6, 2011 at 10:02

glyphard

3,6461 gold badge18 silver badges23 bronze badges

Quanto CDS modeling

Awarded Apr 21, 2011 at 15:58

baghead

1162 bronze badges

Fundamental Theorem of Asset Pricing (FTAP)

Awarded Apr 8, 2011 at 1:16

Dimitris

8161 gold badge6 silver badges14 bronze badges

Hedgefund-like behavior for covered call selling account?

Awarded Apr 1, 2011 at 12:25

Terco

1,06910 silver badges13 bronze badges

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