Quantitative Finance
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7 What are the biggest new advancements in the field of quantitative finance in the last 10 years? May 10 '20
5 What stochastic volatility models are industry standard for option pricing and how do they work? Mar 22 '20
5 Why worry about fat tails, if you can use stoploss? May 23 '20
4 Why is it so rare for finance theory to depart from the normal distribution? Mar 25 '20
4 Is the volatility smile a thing of the past? Oct 22 '20
2 How to interpolate on an implied volatility surface based on forward moneyness? Nov 26 '20
2 Why can future forward interest rates be assumed to be lognormally distributed in the standard market model? Sep 28 '20
2 Is pricing options using the volatility surface implied by the Heston model equivalent to pricing using the Heston model directly for all options? Mar 1
2 How are option values in real life calculated without volatility? Jun 13 '20
2 How do you handle implied volatility performing a VaR Monte-Carlo simulation using a stochastic volatility process calibrated on the underlying Apr 2 '20
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