user25064
  • Member for 8 years, 10 months
  • Last seen more than a month ago
8 answers
102 votes
182k views
79 bookmarks
Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
4 answers
34 votes
15k views
27 bookmarks
Is there an intuitive explanation for the Feynman-Kac-Theorem?
4 answers
16 votes
5k views
10 bookmarks
Why is Brownian motion merely 'almost surely' continuous?
6 answers
15 votes
6k views
20 bookmarks
Self-financing and Black-Scholes-Merton formula
3 answers
15 votes
11k views
16 bookmarks
Which algorithms do robo-advisors use?
10 answers
14 votes
9k views
11 bookmarks
Why the expected return rate of a stock has nothing to do with its option price?
2 answers
12 votes
633 views
5 bookmarks
Why are futures valueless?
3 answers
9 votes
2k views
7 bookmarks
Why does buying future options require margin?
1 answers
8 votes
388 views
4 bookmarks
Replicating a portfolio with a certain payoff function
2 answers
8 votes
1k views
2 bookmarks
SABR Model Closed Form Solution
1 answers
8 votes
2k views
1 bookmarks
How does one estimate theta in the Ho-Lee model from a yield curve?
2 answers
8 votes
3k views
3 bookmarks
T-Forward Price on risk-neutral measure
2 answers
7 votes
1k views
5 bookmarks
Factor Model - Minimum Variance Portfolio [Complete Proof]
2 answers
7 votes
3k views
4 bookmarks
How to annualise the volatility of non-iid returns?
1 answers
7 votes
325 views
4 bookmarks
Dec 16: FED rate hike?
3 answers
4 votes
549 views
4 bookmarks
Is this realized "efficient" frontier reasonable?
4 answers
4 votes
713 views
2 bookmarks
Could we have prevented the World Economic Crisis in 2008?
1 answers
4 votes
492 views
3 bookmarks
When do CDS curves yield arbitrage opportunities?
2 answers
4 votes
2k views
2 bookmarks
Expected value of Black-Scholes
2 answers
4 votes
1k views
4 bookmarks
Shortcomings of generalized Brownian motion for asset price modelling
2 answers
3 votes
785 views
1 bookmarks
How to simulate a CIR process using GPU and Matlab
1 answers
3 votes
4k views
7 bookmarks
Cost of Carry Bear Flattener
1 answers
2 votes
97 views
1 bookmarks
Value measures other than P/B
1 answers
2 votes
980 views
1 bookmarks
1-year Var calculated from 1 year volatility