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What data sources are available online?

How should I calculate the implied volatility of an American option in a real-time production environment?

How to derive the implied probability distribution from B-S volatilities?

Exercising an American call option early

What is a “coherent” risk measure?

How to fit ARMA+GARCH Model In R?

Portfolio optimisation with VaR or CVaR constraints using linear programming

Carr-Madan Formula

Copula models and the distribution of the sum of random variables without Monte Carlo

How much can be said about the Greeks without picking a model?

Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?

Where can I find a list of VaR and CVaR formulas for continuous distributions?

Application of Control Theory in Quantitative Finance

American Call: when it's European?

CDS spread scenarios from historical market data

Why does buying future options require margin?

Bitcoin CBOE futures listed today. Why its premium to cash product?

How to approximate the time to mean reversion for implied volatility

Libraries for calculating options strategy-based margin

Writing an Options Strategy Backtester

Portfolio VaR with Copula?

Cleaning correlation matrix, Bun Bouchaud Potters (2016) method

How to derive Black's formula for the valuation of an option on a future?

How to calculate the distortion function for CVaR?

Why is future price process defined to be a martingale under the risk neutral measure?

Portfolio optimization with Portfolio CVaR Constraint

Does one use the covariance or correlation matrix in cholesky decomposition to generate correlated samples

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

Is this realized “efficient” frontier reasonable?

How can the market price of a stock be significantly lower than its Bid and Ask?