User CuriousMind

48 votes

16 answers

36k views

Why Drifts are not in the Black Scholes Formula

asked Jun 18, 2013 at 4:35

6 votes

3 answers

1k views

References on Statistical Arbitrages

asked May 6, 2015 at 2:45

4 votes

1 answer

290 views

Futures short interests vs open interests

asked Nov 4, 2019 at 14:03

2 votes

1 answer

154 views

How to price complex corporate actions with spinoffs

asked Apr 3, 2020 at 0:21

2 votes

0 answers

297 views

spinoff entity value / adjusted close of a spinoff

asked Dec 16, 2020 at 15:14

2 votes

2 answers

3k views

Garch for covariance matrix?

asked Mar 28, 2015 at 0:48

1 vote

0 answers

124 views

Stripped treasury bond prices

asked Aug 27, 2022 at 1:01

1 vote

0 answers

90 views

short-term statistical factor models for equities with different trading hours

asked Apr 7 at 15:28

1 vote

1 answer

229 views

Newly issued convertible bond conversion price typically higher or lower than current stock price?

asked Apr 8, 2020 at 16:27

1 vote

1 answer

194 views

Different performance between GLD, IAU and PHYS

asked Mar 24, 2020 at 14:18

0 votes

1 answer

281 views

Basic questions on the yield curve

asked Mar 15, 2015 at 3:21

0 votes

1 answer

99 views

Liquid products/indexes to hedge/price a corporate bonds portfolio

asked Jul 3, 2021 at 1:13

0 votes

0 answers

506 views

A list of the 01's in the corporate bonds

asked Jul 4, 2021 at 14:48

0 votes

1 answer

175 views

Why minimum variance portfolio is used to construct factor models

asked Jul 7 at 19:59

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14 Questions

Why Drifts are not in the Black Scholes Formula

References on Statistical Arbitrages

Futures short interests vs open interests

How to price complex corporate actions with spinoffs

spinoff entity value / adjusted close of a spinoff

Garch for covariance matrix?

Stripped treasury bond prices

short-term statistical factor models for equities with different trading hours

Newly issued convertible bond conversion price typically higher or lower than current stock price?

Different performance between GLD, IAU and PHYS

Basic questions on the yield curve

Liquid products/indexes to hedge/price a corporate bonds portfolio

A list of the 01's in the corporate bonds

Why minimum variance portfolio is used to construct factor models