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From VG and NIG processes to GBM

call vs average of prices

Lognormal correlation bounds for Monte Carlo

How could Renaissance Technologies have near real-time prices on corporate bonds and other debt? [closed]

Basic arbitrage exercise

IMM Swaps - Accrual & Fixing Schedule

What is the industry standard pricing model for CME-traded Eurodollar future (American) options?

Can the Hurst exponent be greater than one?

Defining an objective function for machine learning task of trading

Ho and lee derivation for short rates model

What is the trickiest thing to get right in Rates Quant recently (2019)?

Failing Jarque-Bera test but residuals looks normal on q-q plot and histogram

What are the quantitative finance books that we should all have in our shelves?

Alternative Method for Determining Option-Implied pdf

How to de-seasonalize natural gas term structure data?

How do you numerically solve the Dupire Local Volatility PDE in log moneyness-time space?

Does your Parkinson volatility ratio work as Taleb explained?

Reference request for research on the maximum drawdown ratio (NOT value)

Why is there a convexity adjustment if the payment date differs from Libor end date?

Question about quadratic form of f* in the Continuous Kelly Criterion

Kelly criterion for normally distributed returns

Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

Distribution of time integral of Brownian motion squared (where the Brownian motion occurs in square root time)?

Variance of time integral of squared Brownian motion

Questions on Kelly criterion

Shrink covariance or correlation matrix

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QuantLib - Synthetic deposit/FRA rates in yield curve

Basic Question on rate hikes priced in through Eurodollar futures (EDF)

Compute distribution of a stochastic variable