User Mild_Thornberry

6 votes

Is Local Stochastic Vol needed in order to price barrier options?

answered Nov 22, 2019 at 12:29

4 votes

Accepted

Global stock market valuations

answered Mar 14, 2021 at 13:24

4 votes

Why do bank stock returns increase from increased credit risk?

answered May 6, 2021 at 16:26

3 votes

Trading strategy for a misspecified density

answered Mar 25, 2021 at 22:24

3 votes

What are Market Makers hedging?

answered Dec 13, 2019 at 15:24

2 votes

Sharpe Ratio Formula

answered Jan 3, 2020 at 15:18

2 votes

Accepted

T-bond of what maturity to use as risk-free rate when calculating excess return?

answered Nov 19, 2019 at 23:33

2 votes

Accepted

Calibrating the Ornstein-Uhlenbeck process with an additional parameter

answered Jan 24, 2021 at 3:46

2 votes

Valuation of the minimum guaranteed return that (some) pension funds provide - how would you do it?

answered Jan 27, 2021 at 22:47

2 votes

Who hedges (more): options seller or options buyer?

answered Feb 18, 2021 at 0:16

2 votes

Use Discrete ARMA(1,q) Process to Model Short Rate for Term Structure Fitting

answered Feb 19, 2021 at 14:51

2 votes

Why not calculate Kelly using semivariance? As w Sortino

answered May 19, 2021 at 0:43

2 votes

Fama French regression with dummy variable

answered Jun 1, 2021 at 13:18

2 votes

Accepted

How to handle cash from financing in a DCF model?

answered May 3, 2021 at 14:26

1 vote

Dependence between Credit Default Risk and Credit Spread Risk

answered Jun 11, 2021 at 14:55

1 vote

Why is the forward price of an ETF that holds futures equal to the current price of the ETF?

answered Nov 9, 2021 at 14:37

1 vote

Efficient market hypothesis and martingales

answered Mar 9, 2021 at 14:31

1 vote

Kelly fraction for discrete distributions

answered Apr 20, 2021 at 13:47

1 vote

How could I identify peers of companies (stocks) at scale?

answered May 7, 2021 at 12:48

1 vote

Why is Portfolio Theory not using the distribution of portfolio returns

answered Nov 20, 2019 at 19:24

1 vote

What mechanisms does the market use to brining an asset back to the market line, as defined by CAPM?

answered Jan 23, 2021 at 16:21

1 vote

Hedging delta when gamma is positive

answered Dec 3, 2019 at 0:05

0 votes

Cash flows regression on macroeconomic data

answered Dec 4, 2019 at 1:28

0 votes

Why are put and call options worth the same despite that put has no upside whereas call has unlimited upsides?

answered Dec 5, 2019 at 15:33

0 votes

Is a more robust Covariance estimation possible?

answered Nov 21, 2019 at 23:33

0 votes

Accepted

Reason for difference in share price between DDM and ERM?

answered May 17, 2021 at 13:22

0 votes

Do stock prices really tend towards a fair valuation?

answered Feb 6, 2021 at 3:03

0 votes

Use Half-Normal to estimate Expected Loss

answered Jan 20, 2022 at 3:56

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28 Answers

Is Local Stochastic Vol needed in order to price barrier options?

Global stock market valuations

Why do bank stock returns increase from increased credit risk?

Trading strategy for a misspecified density

What are Market Makers hedging?

Sharpe Ratio Formula

T-bond of what maturity to use as risk-free rate when calculating excess return?

Calibrating the Ornstein-Uhlenbeck process with an additional parameter

Valuation of the minimum guaranteed return that (some) pension funds provide - how would you do it?

Who hedges (more): options seller or options buyer?

Use Discrete ARMA(1,q) Process to Model Short Rate for Term Structure Fitting

Why not calculate Kelly using semivariance? As w Sortino

Fama French regression with dummy variable

How to handle cash from financing in a DCF model?

Dependence between Credit Default Risk and Credit Spread Risk

Why is the forward price of an ETF that holds futures equal to the current price of the ETF?

Efficient market hypothesis and martingales

Kelly fraction for discrete distributions

How could I identify peers of companies (stocks) at scale?

Why is Portfolio Theory not using the distribution of portfolio returns

What mechanisms does the market use to brining an asset back to the market line, as defined by CAPM?

Hedging delta when gamma is positive

Cash flows regression on macroeconomic data

Why are put and call options worth the same despite that put has no upside whereas call has unlimited upsides?

Is a more robust Covariance estimation possible?

Reason for difference in share price between DDM and ERM?

Do stock prices really tend towards a fair valuation?

Use Half-Normal to estimate Expected Loss