Quantitative Finance
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msitt

The important thing is not to stop questioning. Curiosity has its own reason for existence. One cannot help but be in awe when he contemplates the mysteries of eternity, of life, of the marvelous structure of reality. It is enough if one tries merely to comprehend a little of this mystery each day.

―Albert Einstein

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7 Pricing of a Foreign Exchange Vanilla Option Apr 10 '17
6 What is the total correlation between assets in a portfolio? Apr 12 '17
5 Is there a non-recursive way of calculating the exponential moving average? Apr 7 '17
5 What does “rolling” for a CDS contract mean? May 2 '17
5 How to compute VaR of a simple equity portfolio? Mar 29 '17
4 Sharpe Ratio, risk free rate Apr 12 '17
3 variance of log return Apr 4 '17
2 would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix? Mar 27 '17
1 What are Generic government treasury bonds? (Bloomberg terminal) Mar 27 '17
1 duration of a cms swap Mar 27 '17
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