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40 votes cast

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Answers (21)

Votes Activity Newest

7	Optimal Portfolios
6	SABR calibration: simple explanation and implementation
6	What are the best Journals & Conferences in Quantitative Finance?
3	What is the difference between a recovery swap and a CDS?
3	Black Scholes Formula for Collar Option

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Reputation (709)

+10	portfolio optimization from empirical return distributions
+5	Impact on bid/offer due to volume/size of trades placed
+25	SABR calibration: simple explanation and implementation
+10	Black Scholes Formula for Collar Option

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Questions (5)

Votes Activity Newest

6	How to compute the CVA on a swap with SPV?
6	Impact on bid/offer due to volume/size of trades placed
4	Sampling problem in portfolio optimization
2	Portfolio Turnover Constraint
1	Option on Loan rate

Tags (45)

7 modern-portfolio-theory × 2	6 stochastic-volatility
6 option-pricing × 2	6 research
6 implied-volatility	5 programming × 3
6 options	5 volatility × 2
6 volatility-smile	3 trading × 2

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Accounts (10)

	Stack Overflow	1,552 rep	11931
	Quantitative Finance	709 rep	312
	Server Fault	101 rep	1
	Mathematics	101 rep	2
	Programming Puzzles & Code Golf	101 rep	1

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Curious	Student
Popular Question	Custodian
Yearling × 3	Commentator
Scholar	Critic
Informed	Editor

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Votes cast (40)

all time			by type
27	up		10	question
13	down		30	answer

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