User pyCthon

11 votes

1 answer

724 views

copula-marginal algorithm

risk-management copula

asked Feb 23, 2012 at 22:17

10 votes

1 answer

1k views

Kalman Filter Vs Hough Transform

algorithm

asked Mar 6, 2012 at 18:41

8 votes

1 answer

3k views

application of lie groups in finance

mathematics

asked Apr 20, 2012 at 3:05

6 votes

2 answers

1k views

Implications of the Riemann hypothesis in finance?

mathematics

asked Aug 4, 2012 at 23:38

6 votes

2 answers

7k views

List of momentum indicators

indicator momentum

asked Jun 30, 2015 at 18:06

5 votes

1 answer

134 views

Methodology for handling short american options in a back test

backtesting american-options

asked Apr 15, 2015 at 17:27

5 votes

1 answer

1k views

Proof of arbitrage-free implied volatility surface in relation to local volatility surfaces

implied-volatility local-volatility proof volatility-surface

asked May 3, 2017 at 15:44

5 votes

0 answers

154 views

Dupire's tradable realized volatility estimators

volatility

asked Jun 10 at 22:22

4 votes

1 answer

7k views

R ARMA-GARCH rugarch package doesn't always converge

r garch arima

asked Feb 9, 2013 at 6:27

3 votes

0 answers

284 views

how to represent financial data as a spatial process

statistics modeling

asked Feb 21, 2013 at 1:56

3 votes

2 answers

350 views

Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR

risk-models value-at-risk

asked Mar 15, 2013 at 4:02

3 votes

1 answer

254 views

evaluation of volatility models using loss functions

volatility performance-evaluation

asked Oct 23, 2013 at 16:03

3 votes

1 answer

380 views

What are the pros and cons of applying for a patent on a financial model or trading system?

research

asked Jul 30, 2012 at 7:17

3 votes

1 answer

273 views

Brazilian break even inflation curves

fixed-income yield-curve inflation

asked Oct 19, 2016 at 16:28

3 votes

2 answers

6k views

Determining if a bond is quoted dirty or clean

fixed-income

asked Feb 16, 2017 at 1:50

2 votes

0 answers

80 views

Which SOFR rate to use and when?

sofr risk-free-rate

asked Aug 27, 2021 at 13:21

2 votes

0 answers

59 views

synthetic convertible dynamics

convertible-bond synthetic

asked Mar 27, 2019 at 3:43

2 votes

0 answers

66 views

Leverage of various option types

options leverage

asked Nov 19, 2019 at 21:36

2 votes

0 answers

137 views

Non-Negative Matrix Factorization - Estimating the Mean

equities factor-models

asked Feb 20, 2015 at 22:21

1 vote

1 answer

190 views

Metrics for curve quality

curve-fitting

asked Nov 2, 2016 at 18:53

1 vote

1 answer

219 views

What makes a realized vol estimate "tradeable"?

volatility

asked May 22, 2017 at 4:11

1 vote

4 answers

670 views

To currency hedge or not to currency hedge (ETFs)?

risk fx exposure

asked Jul 27, 2015 at 22:49

0 votes

2 answers

103 views

Underlying mechanics of paired class shares ETFs

vix etf

asked May 31, 2015 at 20:33

0 votes

1 answer

1k views

Total market size of structured products

structured-finance

asked Nov 3, 2016 at 13:18

0 votes

1 answer

403 views

Symbols for options on gold futures

options cme

asked Apr 14, 2015 at 20:27

0 votes

0 answers

44 views

What happens to options on a SPACs unit class post deal closure?

options corporate-actions adjustments

asked Jul 28, 2021 at 16:17

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26 Questions

copula-marginal algorithm

Kalman Filter Vs Hough Transform

application of lie groups in finance

Implications of the Riemann hypothesis in finance?

List of momentum indicators

Methodology for handling short american options in a back test

Proof of arbitrage-free implied volatility surface in relation to local volatility surfaces

Dupire's tradable realized volatility estimators

R ARMA-GARCH rugarch package doesn't always converge

how to represent financial data as a spatial process

Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR

evaluation of volatility models using loss functions

What are the pros and cons of applying for a patent on a financial model or trading system?

Brazilian break even inflation curves

Determining if a bond is quoted dirty or clean

Which SOFR rate to use and when?

synthetic convertible dynamics

Leverage of various option types

Non-Negative Matrix Factorization - Estimating the Mean

Metrics for curve quality

What makes a realized vol estimate "tradeable"?

To currency hedge or not to currency hedge (ETFs)?

Underlying mechanics of paired class shares ETFs

Total market size of structured products

Symbols for options on gold futures

What happens to options on a SPACs unit class post deal closure?