Quantitative Finance
math
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14
GARCH model and prediction
Apr 21 '14
12
How to calibrate a volatility surface using SVI
Aug 16 '15
12
portfolio optimization averaging weights, what are benefits?
Nov 23 '15
10
clarification to use collocation methods to get arbitrage free sabr
Aug 4 '16
9
Greeks of a swaption using Brigo
Jul 29 '15
8
derivation of the hedging error in a black scholes setup
Sep 30 '15
8
SVI negative rates
May 23 '16
8
How do Return.portfolio and Return.rebalancing work in Performance Analytics in R?
Sep 7 '14
7
Volatility skew and how to capture it?
Oct 17 '14
7
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Apr 24 '13
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62
When does memtest86+ stop?
33
What is the relation between weak convergence of measures and weak convergence from functional analysis
26
compactness / sequentially compact
22
\setcounter{tocdepth}
20
Example of different topologies with same convergent sequences

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