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A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.
Questions about models for the valuation of option contracts.
A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
Black-Scholes is a mathematical model used for pricing options.
For questions about programming languages, implementation, and packages in quantitative finance. Note: question must be specific to quantitative finance and must necessitate knowledge of quantitati…
Shares of stock traded in a stock market. Equities represent the residual claim or interest of the most junior class of investors in assets, after all liabilities are paid.
Securities which obligate the borrower/issuer to make payments on a fixed schedule. Fixed income securities include sovereign, corporate and municipal bonds, corporate loans, and securitized lending (…
An interest rate is the rate at which interest is paid by a borrower (debtor) for the use of money that they borrow from a lender (creditor).
stochastic processes is a collection of random variables representing the evolution of some system of random values over time.
A temporal sequence of events measured at discrete points in time.
The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
A branch of mathematics that operates on stochastic processes.
Finance describes the management, creation, and study of money, banking, credit, investments, assets and liabilities as well as the systems to handle these instruments.
The professional management of an investment portfolio of various securities (shares, bonds and other securities) in order to meet specified investment goals. The process includes the specification o…
Questions related to mathematical methods used for searching of optimal portfolio structures. Also related to questions on optimal structure of portfolios from both strategic and tactical point of vie…
A bond is a fixed-income instrument generating cash flows at some specific dates in the futures. These cash-flows depend on the interest rate of the bond, which can either be fixed or variable. It i…
For futures contracts, instruments which compensate the trader for price changes, may be used to hedge price risk (i.e. lock in a price), and are in zero net supply, standardized, exchange-traded, mar…
539 questions
The foreign exchange market (forex, FX, or currency market) is a global, worldwide-decentralized financial market for trading currencies. Commonly traded instruments include spot, forward, swaps, futu…
528 questions
The possibility that a negative event (such as a loss) will happen.
Monte Carlo simulation methods are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
A financial contract whose payoff is linked to the evolution of an underlying security.
478 questions
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
477 questions
Quantitative trading strategies use quantitative signals and a set of predefined systematic rules to make trading decisions. Strategies operate within parameters based on historical analysis (backtes…
464 questions
The asset rate of returns is the profit on a particular investment; it includes any change in the asset value, interest, commission or dividends and so, all other cash-flows which an investors receive…
Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.
446 questions
Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
In mathematics, Brownian motion is described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
The identification, assessment, and prioritization of risks, followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortun…
The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
397 questions
Swaps are a common name for exchange operations between two (or more) counter-parties with various financial instruments like cashflows (IRS), currency (XCCY), credit risk (CDS), et cetera
389 questions
A portfolio is a collection of financial instruments. We often collect instruments together to represent the complete holdings of an investor and to analyze the overall risk (which may be lower due to…
387 questions
A risk-neutral measure is a probability measure that yields an expected present value (discounted at the risk-free rate) which is equal to the current market price. The risk-neutral measure is also ca…
387 questions
Quantlib is an open-source C++ library for quantitative finance.
379 questions
[Think of it as insurance. When people decide to hedge, they are insuring themselves against a negative event. This doesn't prevent a negative event from happening, but if it does happen and you're pr…
376 questions
The simultaneous purchase and sale of a financial security in order to profit from the difference in the security price during the trading activity.
363 questions
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