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Leon
  • Member for 6 years, 3 months
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29 answers
311 votes
230k views
533 bookmarks
What data sources are available online?
17 answers
110 votes
15k views
111 bookmarks
What concepts are the most dangerous ones in quantitative finance work?
17 answers
106 votes
20k views
169 bookmarks
Video lectures and presentations on quantitative finance
3 answers
50 votes
5k views
84 bookmarks
What papers have progressed the field of quantitative finance in recent years (post 2000)?
8 answers
48 votes
47k views
30 bookmarks
How does the "risk-neutral pricing framework" work?
5 answers
47 votes
3k views
33 bookmarks
What are the key risks to the quantitative strategy development process?
15 answers
46 votes
29k views
51 bookmarks
Why Drifts are not in the Black Scholes Formula
15 answers
33 votes
8k views
13 bookmarks
Good quant finance jokes
2 answers
29 votes
57k views
38 bookmarks
What is the Swap Curve?
6 answers
26 votes
56k views
24 bookmarks
how to derive yield curve from interest rate swap?
8 answers
26 votes
5k views
38 bookmarks
What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
3 answers
23 votes
13k views
11 bookmarks
What is a "coherent" risk measure?
3 answers
22 votes
2k views
9 bookmarks
How are distributions for tail risk measures estimated in practice?
3 answers
18 votes
17k views
27 bookmarks
Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations
4 answers
17 votes
13k views
7 bookmarks
R code for Ornstein-Uhlenbeck process
3 answers
17 votes
1k views
3 bookmarks
How does UBS hedge its exposure to XVIX ETN?
3 answers
16 votes
2k views
13 bookmarks
What is the relationship between risk aversion and preference for skewness and kurtosis in portfolio optimization?
2 answers
16 votes
4k views
14 bookmarks
Solution of Merton's Jump-Diffusion SDE
2 answers
13 votes
666 views
5 bookmarks
Realized variance in SVJJ (Heston with jumps) model
1 answer
12 votes
21k views
10 bookmarks
Popular R packages for Quantitative Finance
4 answers
12 votes
21k views
10 bookmarks
Delta of binary option
4 answers
12 votes
2k views
13 bookmarks
Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?
5 answers
12 votes
2k views
11 bookmarks
What blogs or articles online should I read to get started with quantitative finance?
4 answers
12 votes
4k views
9 bookmarks
Understanding $N(d_1)$ and how to use the stock itself as the numeraire?
3 answers
12 votes
8k views
12 bookmarks
Black-Scholes under stochastic interest rates
3 answers
11 votes
2k views
12 bookmarks
What tools are used to numerically solve differential equations in Quantitative Finance?
1 answer
8 votes
969 views
1 bookmarks
What is the forward rate for a Black-Karasinski interest rate model?
3 answers
8 votes
5k views
2 bookmarks
Simulate correlated Geometric Brownian Motion in the R programming language
2 answers
8 votes
444 views
2 bookmarks
Obtaining characteristics of stochastic model solution
3 answers
8 votes
503 views
2 bookmarks
Stochastic Calculus Rescale Exercise