User user7056

7 votes

What distribution to assume for interest rates?

answered Aug 28, 2012 at 18:00

5 votes

Concentration risk in credit portfolio

answered Aug 29, 2012 at 15:35

4 votes

Recommendations for books to understand the math in quantitative finance papers?

answered Jun 30, 2014 at 13:53

3 votes

Stress Testing Methods

answered Aug 20, 2014 at 0:49

3 votes

Accepted

Equivalency of FX forwards and FX basis swaps for risk-management purposes

answered Aug 30, 2012 at 15:16

3 votes

Accepted

Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?

answered Jun 19, 2013 at 9:11

2 votes

Are minimum-risk and minimum-variance portfolios equivalent?

answered Jun 19, 2013 at 8:28

2 votes

How can I estimate the parameters of an option value model of retirement?

answered Sep 19, 2012 at 10:35

2 votes

CVA number used by Finance Team

answered Jul 30, 2014 at 23:14

2 votes

Implied Probability of Default from Bond Prices

answered May 22, 2014 at 11:10

2 votes

Modelling with negative interest rates

answered Jun 6, 2014 at 15:31

1 vote

Excel to Java for Interactive brokers

answered Jul 16, 2014 at 15:14

1 vote

Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?

answered Nov 30, 2012 at 11:43

1 vote

Accepted

which product supports Basel III LCR (liquidity coverage ratio) reporting?

answered Jun 5, 2013 at 9:00

1 vote

How do I calculate weighted mean with negative weights?

answered Aug 30, 2012 at 19:38

1 vote

Accepted

Separated software and physical cash flows modelling and pricing to be used with negative interest rates?

answered Aug 31, 2012 at 13:35

1 vote

How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?

answered Mar 5, 2014 at 10:03

1 vote

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

answered Jun 19, 2013 at 9:19

0 votes

how to make a distribution model tolerable of trend?

answered Jul 31, 2013 at 8:33

0 votes

How popular is the IRR as a tool for capital budgeting, nowadays?

answered Aug 14, 2013 at 15:05

0 votes

Measuring liquidity

answered Mar 5, 2014 at 11:06

0 votes

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

answered Jun 19, 2013 at 8:41

0 votes

Correlation: Test for linear dependence

answered Sep 11, 2012 at 12:55

0 votes

Block Bootstrapping Relative Returns

answered Jun 13, 2013 at 9:18

0 votes

Encyclopedia of Statistical Tests

answered Sep 26, 2012 at 12:22

0 votes

Government bonds with negative yield

answered Sep 26, 2012 at 12:30

0 votes

Who is the issuer and the counter part of this instrument?

answered Aug 11, 2014 at 10:31

0 votes

Accepted

what is General IB2 Restriction in Basel II credit risk model

answered Aug 11, 2014 at 11:43

0 votes

Non-negative matrix factorization for factor analysis of stocks

answered Jun 27, 2014 at 12:38

0 votes

Do all risky assets have negative expected return over long enough time horizons?

answered Oct 26, 2021 at 21:36

Stack Exchange Network

32 Answers

What distribution to assume for interest rates?

Concentration risk in credit portfolio

Recommendations for books to understand the math in quantitative finance papers?

Stress Testing Methods

Equivalency of FX forwards and FX basis swaps for risk-management purposes

Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?

Are minimum-risk and minimum-variance portfolios equivalent?

How can I estimate the parameters of an option value model of retirement?

CVA number used by Finance Team

Implied Probability of Default from Bond Prices

Modelling with negative interest rates

Excel to Java for Interactive brokers

Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?

which product supports Basel III LCR (liquidity coverage ratio) reporting?

How do I calculate weighted mean with negative weights?

Separated software and physical cash flows modelling and pricing to be used with negative interest rates?

How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

how to make a distribution model tolerable of trend?

How popular is the IRR as a tool for capital budgeting, nowadays?

Measuring liquidity

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?

Correlation: Test for linear dependence

Block Bootstrapping Relative Returns

Encyclopedia of Statistical Tests

Government bonds with negative yield

Who is the issuer and the counter part of this instrument?

what is General IB2 Restriction in Basel II credit risk model

Non-negative matrix factorization for factor analysis of stocks

Do all risky assets have negative expected return over long enough time horizons?