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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.
a mathematical model used for pricing options.
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 (…
the rate at which interest is paid by a borrower (debtor) for the use of money that they borrow from a lender (creditor).
A temporal sequence of events measured at discrete points in time.
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…
a collection of random variables representing the evolution of some system of random values over 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.
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…
A branch of mathematics that operates on stochastic processes.
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
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…
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…
a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
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.
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…
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…
The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
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…
linked to the evolution of an underlying security.
a dynamically and strongly typed programming language whose design philosophy emphasizes code readability. Two significantly different versions of Python (2 and 3) are in use. Please mention…
Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
An open source programming language and software environment for statistical computing and graphics.
Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is used for time series in which the conditional variance is time-varying and autocorrelated. The conditional variance is a line…
A theoretical framework for analyzing investment portfolios based on their expected return and risk.