Quantitative Finance
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Kevin
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257 Answers

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36 votes

Explaining the Risk Neutral Measure

24 votes
Accepted

Which process is the most commonly used for modeling stock prices?

24 votes

Why are there no papers about stock prediction with machine learning in leading financial journals?

18 votes

What are the recent quantitative finance papers we should all read?

18 votes
Accepted

Why is Brownian motion useful in finance?

17 votes
Accepted

Term structure of Equity returns

17 votes
Accepted

Most complete list of investment mistakes in stock markets

16 votes
Accepted

From VG and NIG processes to GBM

16 votes

Why is asset volatility easier to estimate than the asset mean if it contains the mean?

16 votes
Accepted

What is the connection between the risk neutral implied density and the real world density?

14 votes
Accepted

Where can I find a clear explanation (brief derivation) of N(d1) and N(d2)?

14 votes
Accepted

Find a formula for the price of a derivative paying $\max(S_T(S_T-K),0)$

14 votes
Accepted

Path-dependent options valuation

13 votes
Accepted

Clarification on Deriving Ito's Lemma

13 votes
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Is market price of risk always negative?

12 votes

Heston stochastic volatility, Girsanov theorem

12 votes

Do markets really follow a random walk or is this idea outdated?

11 votes
Accepted

Delta of an option under Heston model

11 votes
Accepted

Hyperbolic and Elliptic PDEs in Quant Finance

11 votes
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Expectation of $\int_0^t \frac{1}{1+W_s^2} \text dW_s$

11 votes

Asset pricing textbooks

10 votes
Accepted

Anyone has detailed explanation on how to use epstein-zin preferences in asset pricing models

10 votes
Accepted

Deriving the solution for European call option in the Heston Model

10 votes
Accepted

How to simulate Levy processes

10 votes
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List: Behavioural characteristics of key Ito processes used in finance

10 votes
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Periodic functions when determining No Arbitrage price

10 votes

Why do we need the self-financing assumption in risk-neutral pricing?

9 votes
Accepted

Different volatility surface ( Local vol, Stochastic vol etc.)

9 votes

Definitions of Beta

9 votes
Accepted

What is a Brownian motion "under the risk-neutral measure"?

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