Quantitative Finance
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user123124
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20 Questions

Score Activity Newest Views
3 votes
1 answer
189 views

Zero coupon bond calculations

3 votes
1 answer
218 views

Properties of straddles given different maturities

3 votes
1 answer
131 views

Changes of patterns in technical analysis?

1 vote
2 answers
185 views

How does high IV effect a put backspread?

1 vote
0 answers
698 views

Easiest possible way to backtest a semi dynamic options strategy

1 vote
1 answer
116 views

What is the short rate a function of?

1 vote
1 answer
73 views

The extent of the usage of DDM formula by the big boys

1 vote
2 answers
308 views

Ways most financial institutions measure risk

1 vote
1 answer
166 views

Binomial model in Björk's Arbitrage Theory in Continuous Time

1 vote
2 answers
234 views

Rate of return in Black-Scholes model

1 vote
1 answer
105 views

Björks second $S$ process when introducing martingale measures

0 votes
1 answer
618 views

On pricing american put options

0 votes
1 answer
289 views

Black-Scholes formula and implied vol

0 votes
1 answer
176 views

HJM framework and expectations hypothesis, updated

0 votes
1 answer
78 views

On P and L of backspread

0 votes
0 answers
93 views

Is there a simplified framework to consider for modelling the stock market?

0 votes
1 answer
254 views

Modelling limitations and understanding of long term goverment bonds

0 votes
1 answer
154 views

Active vol strategy within a portfolio

0 votes
1 answer
60 views

A question on the binomial model

-1 votes
1 answer
571 views

Whos OIS rate? Is there only one?