Quantitative Finance
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Vince
  • Member for 10 years, 5 months
  • Last seen more than a month ago
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18
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9
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9
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9
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All Questions Answers
Score Newest
answer
10
Forecasting using rugarch package
May 8, 2013
answer
3
RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
May 10, 2013
answer
2
Quadratic variation question
May 11, 2013
answer
2
Trading days or calendar days for Black-Scholes parameters?
May 1, 2013
answer
1
Risk-free rate for ex-post evaluation of investment strategy
May 7, 2013
answer
1
When calculating CIP between EU and US, which interest rates data to use?
May 9, 2013
answer
1
Replicating strategy in the Black-Scholes model
May 21, 2013
answer
1
How to calculate the implied volatility using the binomial options pricing model
Jun 16, 2013
answer
1
Call vs. Put Option
May 1, 2013
answer
0
Hedging credit risk using Put equity options
May 7, 2013

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