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5 answers
36 votes
6k views
35 bookmarks
Why aren't econometric models used more in Quant Finance?
6 answers
35 votes
11k views
55 bookmarks
How to estimate real-world probabilities
4 answers
29 votes
26k views
29 bookmarks
How to derive the implied probability distribution from B-S volatilities?
3 answers
27 votes
7k views
45 bookmarks
Papers about backtesting option trading strategies
10 answers
27 votes
14k views
15 bookmarks
Why are there no papers about stock prediction with machine learning in leading financial journals?
0 answers
24 votes
467 views
5 bookmarks
Is there a relationship between Risk Neutral Pricing framework and Nash Equilibria?
1 answers
22 votes
6k views
5 bookmarks
How do I compare implied and historic volatility?
3 answers
20 votes
13k views
16 bookmarks
Why is GARCH(1,1) so popular, especially in academia?
1 answers
18 votes
2k views
8 bookmarks
So many volatility models. Any comparisons of them?
3 answers
15 votes
27k views
8 bookmarks
Does implied vol vary for calls vs puts?
3 answers
14 votes
2k views
6 bookmarks
Historical Volatility vs Implied Volatility Performance in Pricing Options
2 answers
13 votes
3k views
10 bookmarks
What are the main flaws behind Ross Recovery Theorem?
2 answers
13 votes
653 views
5 bookmarks
Realized variance in SVJJ (Heston with jumps) model
1 answers
12 votes
3k views
14 bookmarks
How do different models impact option Greeks?
1 answers
12 votes
871 views
6 bookmarks
"Extract" the density of the underlying, given the implied volatility "surface"
6 answers
11 votes
7k views
7 bookmarks
Risk-neutral vs. physical measures: Real-world example
1 answers
9 votes
649 views
2 bookmarks
Does risk-neutral measure have anything to deal with risk-neutrality in utility theory?
1 answers
9 votes
2k views
7 bookmarks
Obtaining risk-neutral probability from option prices
2 answers
9 votes
464 views
2 bookmarks
Permanent or long-term (months) market impact of large trades in stocks / equities
1 answers
8 votes
1k views
2 bookmarks
Density forecast of a GARCH model
4 answers
8 votes
3k views
4 bookmarks
Model Price vs Market Price in terms of Fair Price (Options)
2 answers
7 votes
115 views
2 bookmarks
Function that best describes intensity of human/(group of humans) emotions?
2 answers
7 votes
897 views
1 bookmarks
Interpret simulation results ($P$ and $Q$ measures)
3 answers
7 votes
11k views
6 bookmarks
Why do we assume quadratic utility in portfolio theory?
4 answers
7 votes
3k views
3 bookmarks
Why do stocks fall so quickly? Technical explanations
1 answers
6 votes
190 views
3 bookmarks
Why is GARCH more often applied in risk analysis than stochastics?
1 answers
6 votes
497 views
1 bookmarks
Extrapolating SVI
2 answers
6 votes
2k views
4 bookmarks
How to compare volatility models?
1 answers
6 votes
10k views
7 bookmarks
Breeden-Litzenberger formula for risk-neutral densities
1 answers
6 votes
688 views
3 bookmarks
What is the relation between Relative Risk Aversion and Market Price of Risk