# All Questions

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31 views

51 views

### Average portfolio correlation vs. external metric

I am coming across a problem I can't seem to wrap my head around, and I am not sure I am using the right words so cannot find much info in it! I have a portfolio of assets, with data on historical ...
45 views

### Most efficient way to find Option IV using binomial/BS model

I have a python script set up to run a loop to plug in different values for IV into the binomial model to get an option price as close as possible to the market price. My issue is that at the moment ...
53 views

### Measuring corporate size relative to world GDP

I'm working o a model where corporate revenue / world GDP is a dependent variable of some stuff (based on the model proposed in this paper: http://www.scielo.br/scielo.php?pid=S1807-76922009000200002&...
73 views

37 views

### cashflow for floorlet option on 1 month Libor under Vasicek

I have to figure out the cashflow for a floorlet option written on 1 month Libor under Vasicek model by considering yield curve power series expression and bond pricing equation: Has anyone an idea ...
53 views

### Cross Effect in OLS

I am using cross effect in OLS regression for a time series problem for a multivariate regression. I want to quote reference for use of cross effect. Secondly, I want to explain why better to use ...
119 views

### How to calculate the Metropolitan Transportation Authority of New York's market capitalization or fair market value? [closed]

ok, so I can't post more than 1 link since I'm a noobie noob, and in the course of correcting this, Stack managed to delete my post. so here's the more abbreviated, slightly irritated author version… ...
14 views

### Where can I find historical compos for STOXX?

It's easy to find current members for STOXX, but night impossible to find the historical adds and deletes. Are there any sources for this data? Scarping/manual works is ok.
60 views

### Treasury Futures Basis Trade - Funding enhancement

In a basis trade, if you short the Treasury futures and buy the underlying bond and hold it to maturity, is funding the only source of risk assuming there no CTD switches. You have locked in the ...