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Jan Stuller's user avatar
Jan Stuller's user avatar
Jan Stuller's user avatar
Jan Stuller
  • Member for 4 years, 5 months
  • Last seen this week
  • London, UK
21 votes
Accepted

Explaining the Risk Neutral Measure

18 votes
Accepted

Why do banks have capital requirements on deposits?

14 votes
Accepted

Option Price vs. Implied Volatility

12 votes

Swap curve construction

12 votes
Accepted

Why do institutional Traders prefer Short Selling instead of Buying Puts?

12 votes
Accepted

What are the "sniffing" or "stalking" algorithms?

12 votes
Accepted

What is gamma to do with realized volatility?

9 votes
Accepted

Libor transition: Building SOFR discount curve

8 votes
Accepted

Negative theta for a short put

7 votes

Theoretical justification for technical analysis

7 votes

Good Quant-Finance Interview Questions

7 votes

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

6 votes
Accepted

USD swaps trading post LIBOR: the current state of the world (January 2022)

6 votes

Risk Model Validation

6 votes
Accepted

Use of interest rate swaps in liability-driven investing

6 votes

Questions on options cost of carry, and relationship to futures cost of carry

6 votes

How can we estimate new stock price after a large purchase?

6 votes
Accepted

Option Pricing Formula

6 votes

Cross Currency Swap Attribution

6 votes
Accepted

Probability of an Option maturing In-the-money vs. Volatility

6 votes

Modified Duration and how it explains bond price sensitivity to changes in the yield to maturity

5 votes
Accepted

How can anyone know how many shares have been shorted?

5 votes
Accepted

Proving $\mathbb{P}(S_t<0|S_0=s_0)=0$ for Geometric BM

5 votes

What is the purpose of short rate models?

5 votes
Accepted

Why there is no Bid Ask Spread in Futures Markets?

5 votes
Accepted

Simulate stock prices with Geometric Brownian Motion motion with mu and signa based on 'normal' or continuous compounding?

5 votes

Why are interest supposed deterministic for equity?

5 votes

Geometric Brownian Motion as the limit of a Binomial Tree?

5 votes
Accepted

Why has cross currency basis become higher since the 2008 crisis?

5 votes

Risk-neutral Probability, Risk-Adjusted Returns & Risk Aversion

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