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32 questions
32 questions
Homework questions for students studying Quantitative Finance or a similar subject.
32 questions
The [Kalman filter][1], also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccurac…
32 questions
32 questions
31 questions
one where the market price is an unbiased estimate of the true value of the investment.
31 questions
31 questions
31 questions
29 questions
Questions related to collateral, from impact on theoretical valuations to operational aspects of collateral posting.
29 questions
28 questions
widely used in finance since it is about decision taking in a random environment. Option replication, portfolio construction, intraday trading are typical applications of stochas…
27 questions
a financial model of interest rates. It is used for pricing interest rate derivatives. The quantities that are modeled are a set of forward rates (also called forward LIBORs)…
26 questions
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