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Quantitative Finance
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zer0hedge
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question
14
Have any new stylized facts of asset returns been discovered since 2001?
Jun 8, 2017
question
9
Is a common approach to calibration reasonable?
Apr 19, 2017
answer
9
What are the significant implications of the long-run average variance rate and why Engle won the Nobel Prize for ARCH model development?
Jun 20, 2017
question
8
Is an autocorrelation of the abs returns just a consequence of the volatility burst?
Apr 26, 2017
question
8
Are Cont's "stylized facts" based on reliable evidence?
Jul 10, 2017
answer
8
"a straddle will be equal to two calls delta neutral or two puts delta neutral"?
Mar 16, 2017
answer
7
What are the benefits of publishing papers in mathematical finance/trading?
Dec 27, 2018
answer
7
Why are options called what they are called?
Apr 3, 2017
answer
6
Question on an example from "Dynamic Hedging" by Nassim Taleb
Mar 5, 2017
question
5
Where can I see audited financial statements of Renaissance Technologies?
Feb 27, 2018
Top network posts
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7
I don't understand association class - UML class diagram
5
Does action pin multiplicity bounds refer to tokens or values?