Skip to main content
David Addison's user avatar
David Addison's user avatar
David Addison's user avatar
David Addison
  • Member for 7 years, 4 months
  • Last seen more than a month ago
1 vote
Accepted

Is it possible to transform arithmetic-average strike continuous sampling Asian Black-Scholes equation to a heat equation?

38 votes

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

3 votes

How to calculate necessary gain to compensate a loss in a financial transaction?

12 votes

How did James Simons clinch that security prices didn't look random?

4 votes

Implied Volatility of stock on Think or Swim

5 votes
Accepted

Is there a non-recursive way of calculating the exponential moving average?

2 votes

relationship between volatility and equity premium

0 votes

Calculating Sharpe Ratio with dynamic position sizing

1 vote

Is an options implied dividends DCF model consistent with risk neutral/arbitrage-free valuation?

8 votes

The possible preferences of investors for higher than first 2 moments of return distribution?

2 votes

squaring stochastic calculus and other solutions

1 vote

Applying the Kelly Criterion - Targeting Specific Capital Gains

0 votes

What Process Does the Market Follow in the CAPM?

1 vote

Merton model for Probability of Default - What liabilities?

2 votes

Why does the Markowitz mean-variance model require the assumption of normality?

10 votes

What are some useful approximations to the Black-Scholes formula?

0 votes

How much of the insider's private information is incorporated into prices in Kyle's single auction equilibrium model?

1 vote

Index reconstruction

0 votes

Why is logarithmic mean equal to the arithmetic expectation less one-half its variance?

2 votes

Good quant finance jokes

1 vote

What returns to use?

3 votes
Accepted

Appropriate way to normalize Bollinger Bands?

5 votes

Identify Iceberg Orders

1 vote
Accepted

Why does the Weak Form of Market Efficiency and Markov Property hold?

1 vote

What is the meaning of the quoted price of a treasure bond future?

1 vote

Examples of Spectral Risk Measures

2 votes

Where can I see audited financial statements of Renaissance Technologies?

0 votes

How to find an initial equilibrium benchmark portfolio that includes currencies for Black-Litterman model

2 votes
Accepted

How to choose a tangency portfolio without a risk-free rate

2 votes

Do we model nominal or real prices of assets?