User ash

ash

Member for 10 years, 11 months
Last seen this week

codeperfect.biz
London, United Kingdom

21 Answers

Score Activity Newest

9 votes

Accepted

What are the best Journals & Conferences in Quantitative Finance?

research

answered Dec 17, 2012 at 10:14

7 votes

Accepted

SABR calibration: simple explanation and implementation

answered Oct 28, 2014 at 14:29

7 votes

Accepted

Optimal Portfolios

modern-portfolio-theory

answered Nov 13, 2014 at 13:39

4 votes

Black Scholes Formula for Collar Option

black-scholes

answered Apr 29, 2013 at 13:38

4 votes

Accepted

What is the difference between a recovery swap and a CDS?

swaps default

answered May 29, 2013 at 16:32

4 votes

GJR-GARCH Model In R

volatility trading programming r garch

answered May 10, 2012 at 13:30

2 votes

Is F# used in trading systems?

programming

answered Sep 15, 2011 at 16:37

2 votes

Greeks of Basket

monte-carlo greeks basket

answered Apr 15, 2013 at 9:49

2 votes

Yahoo YQL missing industry "Industrial Metals & Minerals"

historical-data yahoofinance

answered Dec 4, 2014 at 16:31

2 votes

Accepted

What are the parameters of the function PORTVAR in Matlab?

volatility matlab variance

answered Jan 20, 2015 at 17:13

1 vote

Why Beta Distribution for Credit Migration

credit-ratings

answered Dec 19, 2014 at 16:40

1 vote

What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?

stochastic-calculus stochastic-processes

answered Jan 6, 2013 at 23:28

1 vote

What's state price vector?

finance

answered Nov 25, 2014 at 10:49

1 vote

How to simulate stock prices using variance gamma process?

stochastic-processes variance-gamma

answered Nov 22, 2012 at 9:42

0 votes

Annualized Covariance

covariance beta annualized

answered Dec 14, 2012 at 11:53

0 votes

Yield of a risky bond

bond

answered Jan 4, 2013 at 15:58

0 votes

FpML class generation gives error

programming

answered Aug 7, 2012 at 12:37

0 votes

Why is the CAPM securities market line straight?

stochastic-calculus modern-portfolio-theory capm

answered Nov 15, 2012 at 17:47

0 votes

portfolio optimization from empirical return distributions

optimization monte-carlo portfolio

answered Nov 20, 2012 at 11:26

-1 votes

Portfolio Turnover Constraint

portfolio-optimization

answered Oct 3, 2014 at 15:45

-2 votes

Stochastic modelling of derivatives on dividends

derivatives risk-models dividends

answered Apr 3, 2013 at 13:38

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21 Answers

What are the best Journals & Conferences in Quantitative Finance?

SABR calibration: simple explanation and implementation

Optimal Portfolios

Black Scholes Formula for Collar Option

What is the difference between a recovery swap and a CDS?

GJR-GARCH Model In R

Is F# used in trading systems?

Greeks of Basket

Yahoo YQL missing industry "Industrial Metals & Minerals"

What are the parameters of the function PORTVAR in Matlab?

Why Beta Distribution for Credit Migration

What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?

What's state price vector?

How to simulate stock prices using variance gamma process?

Annualized Covariance

Yield of a risky bond

FpML class generation gives error

Why is the CAPM securities market line straight?

portfolio optimization from empirical return distributions

Portfolio Turnover Constraint

Stochastic modelling of derivatives on dividends