Quantitative Finance

Revival

 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 979 times.
CVA for options
Awarded May 24, 2021 at 2:36
Bloomberg Currency Exchange Rate Data (London and New York)
Awarded May 20, 2021 at 23:15
Pricing of autocallable structured product
Awarded May 7, 2021 at 6:56
Understanding and simulating the jumps in Merton's Jump-Diffusion SDE?
Awarded May 7, 2021 at 2:25
How can I get real-time CDOR rate, swaps, and options pricing data refreshed on a daily basis in Excel?
Awarded May 3, 2021 at 12:39
SOFR Discounting & Price Alignment Transition
Awarded Apr 28, 2021 at 11:32
Transition to SOFR Swaps and single curve pricing
Awarded Apr 28, 2021 at 1:07
Which is the "correct" 5Y5Y Inflation Expectation on Bloomberg, and what are the differences?
Awarded Apr 26, 2021 at 12:51
Smile Strangle and Market Strangle
Awarded Apr 26, 2021 at 0:22
How does yahoo calculate Growth Estimates
Awarded Apr 23, 2021 at 22:18
Pca on multidimensional data
Awarded Apr 23, 2021 at 16:30
What is the purpose of short rate models?
Awarded Apr 21, 2021 at 22:26
Difference b/w Spot Premium and Forward Premium for FX Options
Awarded Apr 21, 2021 at 10:27
Portfolio software that shows 'total return' for each investment
Awarded Apr 5, 2021 at 4:02
Short the difference between implied volatility and realized volatility of SPX
Awarded Apr 4, 2021 at 1:40
Anti-thetic sampling and second moment matching
Awarded Mar 28, 2021 at 15:16
Why is providing liquidity on Uniswap a "negative gamma" trading strategy?
Awarded Mar 23, 2021 at 17:16
How to tail a hedge? (Question 3.26 from Hull, edition 10)
Awarded Mar 20, 2021 at 0:41
Risk-free interest rate for option pricing from treasury yield curve rates
Awarded Mar 19, 2021 at 17:52
Use of ugarchroll vs ugarchforecast: setting parameters
Awarded Mar 11, 2021 at 22:40
Market Risk - Trading and Banking book in light of Basel III
Awarded Mar 10, 2021 at 15:45
NYSE Ticker Changes
Awarded Mar 10, 2021 at 15:16
Historical book value data for S&P 500
Awarded Mar 3, 2021 at 22:33
How should option prices differ when using the Heston versus the Black-Scholes model?
Awarded Mar 3, 2021 at 18:04
Three-factor model: Why not own company value/size
Awarded Mar 2, 2021 at 2:50
Transforming a time series
Awarded Feb 27, 2021 at 23:06
Fair Value Regression Methods
Awarded Feb 27, 2021 at 22:05
Why SVI does not fit well short-maturity options?
Awarded Feb 25, 2021 at 12:57
Gamma PnL Formula and Break-Even volatility
Awarded Feb 24, 2021 at 9:02
How to model asset prices for a very short time period
Awarded Feb 22, 2021 at 3:42
Asset Pricing: What happens to the Risk-Free rate and the Equity Premium?
Awarded Feb 19, 2021 at 19:11
CreditRisk+ spreadsheet implementation
Awarded Feb 11, 2021 at 20:11
shrinking covariance matrix for assets coming from different asset class
Awarded Feb 3, 2021 at 18:03
Does your Parkinson volatility ratio work as Taleb explained?
Awarded Feb 2, 2021 at 8:49
Calculating historical implied volatility
Awarded Jan 19, 2021 at 17:10
Clayton-Gumbel (BB1) and Joe-Clayton (BB7) time-varying copulas
Awarded Jan 13, 2021 at 15:57
Minimum PD under Basel II retail asset?
Awarded Jan 6, 2021 at 23:16
Use of cash delta vs forward delta and the mirror image rule
Awarded Jan 6, 2021 at 19:40
Cumulants of variance gamma with stochastic arrival (VGSA) model
Awarded Dec 29, 2020 at 22:51
Non-recombining lattice in non-markovian models
Awarded Dec 29, 2020 at 21:33
Where can I find corporate bond spreads?
Awarded Dec 27, 2020 at 11:36
Option greeks vs Position greeks
Awarded Dec 27, 2020 at 11:25
What are some currently open problems in market microstructure
Awarded Dec 26, 2020 at 17:16
Equity short Interest data source
Awarded Dec 26, 2020 at 14:57
Where can I find ETF fund flow data?
Awarded Dec 21, 2020 at 8:02
How to apply Elliott wave priciple to any Time Series?
Awarded Dec 19, 2020 at 23:20
Vega in the Heston model
Awarded Dec 16, 2020 at 19:28
How to fix my Ornstein-Uhlenbeck parameter MLE in Python?
Awarded Dec 2, 2020 at 20:20
Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R
Awarded Nov 28, 2020 at 2:47
What is the forward price of a futures contract?
Awarded Nov 26, 2020 at 22:05
Relation of survival and non-survival Marshall-Olkin copula
Awarded Nov 22, 2020 at 18:15
Fama/Macbeth Regression - negative estimate for market premium
Awarded Nov 17, 2020 at 15:19
Consumption Based Asset Pricing
Awarded Nov 17, 2020 at 11:06
Bayes Theorem with change of measure
Awarded Nov 15, 2020 at 8:57
PnL Explained Using Scenario(Full Reval Model)
Awarded Nov 13, 2020 at 19:17
Looking for datasets with daily inflation rate for as many countries as possible
Awarded Nov 10, 2020 at 16:19
Is there something for API trading in E-mini S&P 500 Futures or other futures
Awarded Nov 9, 2020 at 3:15
How can I theoretically hedge a bet, which is about whether or not price of a stock will get above a number?
Awarded Nov 4, 2020 at 19:05
Why do not include loan payments in NPV?
Awarded Nov 3, 2020 at 15:42
Tangency portfolio with two additional constraints so that portfolio weights are unconstrained
Awarded Oct 28, 2020 at 11:46
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