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.
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.
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…
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 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.
563 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…
Finance describes the management, creation, and study of money, banking, credit, investments, assets and liabilities as well as the systems to handle these instruments.
530 questions
The possibility that a negative event (such as a loss) will happen.
469 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…
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…
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
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…
a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
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…
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.
394 questions
linked to the evolution of an underlying security.
367 questions
described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
357 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…
354 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…
348 questions
Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
[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…
333 questions
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 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…
321 questions
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…
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
313 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.
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