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Quantitative Finance
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21 Answers

Votes Activity Newest
8
What are the best Journals & Conferences in Quantitative Finance?
Dec 17 '12 at 10:14
7
Optimal Portfolios
Nov 13 '14 at 13:39
7
SABR calibration: simple explanation and implementation
Oct 28 '14 at 14:29
4
What is the difference between a recovery swap and a CDS?
May 29 '13 at 16:32
4
Black Scholes Formula for Collar Option
Apr 29 '13 at 13:38
4
GJR-GARCH Model In R
May 10 '12 at 13:30
2
What are the parameters of the function PORTVAR in Matlab?
Jan 20 '15 at 17:13
2
Yahoo YQL missing industry “Industrial Metals & Minerals”
Dec 4 '14 at 16:31
2
Greeks of Basket
Apr 15 '13 at 9:49
2
Is F# used in trading systems?
Sep 15 '11 at 16:37
1
What's state price vector?
Nov 25 '14 at 10:49
1
Why Beta Distribution for Credit Migration
Dec 19 '14 at 16:40
1
What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
Jan 6 '13 at 23:28
1
How to simulate stock prices using variance gamma process?
Nov 22 '12 at 9:42
0
Portfolio Turnover Constraint
Oct 3 '14 at 15:45
0
Yield of a risky bond
Jan 4 '13 at 15:58
0
Annualized Covariance
Dec 14 '12 at 11:53
0
portfolio optimization from empirical return distributions
Nov 20 '12 at 11:26
0
Why is the CAPM securities market line straight?
Nov 15 '12 at 17:47
0
FpML class generation gives error
Aug 7 '12 at 12:37
-2
Stochastic modelling of derivatives on dividends
Apr 3 '13 at 13:38
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