user avatar
user avatar
user avatar
ash
  • Member for 10 years, 9 months
  • Last seen more than a week ago
8 votes
Accepted

What are the best Journals & Conferences in Quantitative Finance?

7 votes
Accepted

SABR calibration: simple explanation and implementation

7 votes
Accepted

Optimal Portfolios

4 votes

Black Scholes Formula for Collar Option

4 votes
Accepted

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

4 votes

GJR-GARCH Model In R

2 votes

Is F# used in trading systems?

2 votes

Greeks of Basket

2 votes

Yahoo YQL missing industry "Industrial Metals & Minerals"

2 votes
Accepted

What are the parameters of the function PORTVAR in Matlab?

1 vote

Why Beta Distribution for Credit Migration

1 vote

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

1 vote

What's state price vector?

1 vote

How to simulate stock prices using variance gamma process?

0 votes

Annualized Covariance

0 votes

Yield of a risky bond

0 votes

FpML class generation gives error

0 votes

Why is the CAPM securities market line straight?

0 votes

portfolio optimization from empirical return distributions

0 votes

Portfolio Turnover Constraint

-2 votes

Stochastic modelling of derivatives on dividends