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Quantitative Finance
Neeraj's user avatar
Neeraj's user avatar
Neeraj's user avatar
Neeraj
  • Member for 9 years, 4 months
  • Last seen more than a month ago
  • India
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67 Answers

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18 votes

Delta of binary option

12 votes

Two correlated brownian motions

9 votes
Accepted

Dollar-Neutral Strategy

8 votes

How is implied volatility derived?

7 votes

How to select the initial guess for implied volatility?

6 votes
Accepted

Daily Return to Approximate Annualized Realized Volatility 16 or 20?

6 votes

Stochastic process with non-independent increments

5 votes
Accepted

ruGarch - Interpret test results

4 votes

Why do we usually use normal distribution and not Laplace distribution to generate stochastic process?

4 votes
Accepted

What is the Difference Between a Credit Default Swap and a Bet

4 votes

How to use the Black-Scholes formula with LIBOR rates?

3 votes

Simulations of (standard, one-dimensional) Brownian motion

3 votes

Why is a risk-free portfolio desirable?

3 votes
Accepted

Simulating returns from ARMA(1,0)-GARCH(1,1) model

3 votes
Accepted

Calculating probability of options with normal/lognormal distribution: does time make a difference?

3 votes

Difference between Risk Transfer and Risk Sharing

3 votes
Accepted

Coupon bond pricing problem with reinvestment

3 votes

Is there an error in this problem on pricing an asset using the true probability of an up move?

3 votes

Why financial instistution for instance banks lowered down their interest rate during QE?

2 votes

Present and future role of pricing quants

2 votes
Accepted

Scaling of probability mass function

2 votes

Self study references for a Mathematician

2 votes

Difference in implied volatility calculation

2 votes

Does No arbitrage(NA) imply efficient markets (EMH)?

2 votes

Is the average of independent Brownian Motions still a Brownian Motion?

2 votes

What is more likely effect to call and put prices, respectively, if the stock price decreases by$1?

2 votes
Accepted

Clarification of The Market Portfolio

2 votes
Accepted

Intuition behind Fama-French factors

2 votes
Accepted

What is the theoretical expected growth in an option's value over a given period of time?

2 votes
Accepted

How to calculate interest rate in this problem?

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