Tags
A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
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.
2500 questions
Questions about models for the valuation of option contracts.
1882 questions
A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
1388 questions
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…
1201 questions
Black-Scholes is a mathematical model used for pricing options.
1187 questions
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 (…
1163 questions
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.
1071 questions
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).
1064 questions
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.
909 questions
stochastic processes is a collection of random variables representing the evolution of some system of random values over time.
883 questions
A temporal sequence of events measured at discrete points in time.
806 questions
A branch of mathematics that operates on stochastic processes.
801 questions
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…
752 questions
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…
731 questions
Finance describes the management, creation, and study of money, banking, credit, investments, assets and liabilities as well as the systems to handle these instruments.
686 questions
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…
676 questions
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…
647 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…
634 questions
A financial contract whose payoff is linked to the evolution of an underlying security.
581 questions
The possibility that a negative event (such as a loss) will happen.
581 questions
Monte Carlo simulation methods are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
559 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…
552 questions
Quantlib is an open-source C++ library for quantitative finance.
533 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…
507 questions
Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
504 questions
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.
500 questions
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data. Please use a more accurate tag if possible; for instance: tick-data, fundamentals, market-data, o…
494 questions
In mathematics, Brownian motion is described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
485 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
480 questions
Financial mathematics, or mathematical finance, is a set of mathematical tools allowing to express use cases on financial markets a way that can (or could) be solved using mathematics.
456 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…
452 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…
451 questions
Financial strategy used to offset potential monetary losses or volatility.
450 questions
The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
445 questions
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…
434 questions
Value-at-Risk is a family of measures used to help the owner of a position to assess its "worst case value".
429 questions