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olaker
Moderator
  • Member for 13 years, 4 months
  • Last seen more than a week ago
60 votes
Accepted

What are some useful approximations to the Black-Scholes formula?

37 votes
Accepted

Transformation from the Black-Scholes differential equation to the diffusion equation - and back

28 votes
Accepted

What is a martingale?

23 votes

What is the intuition behind cointegration?

20 votes
Accepted

What is a Quant

19 votes

Setting the r in put-call parity?

16 votes
Accepted

What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?

15 votes
Accepted

What is exactly Euler's decomposition?

14 votes

Most successful investors using academic-based framework?

13 votes
Accepted

Volatility pumping in practice

13 votes

Vanna - any practical uses for risk or pnl attribution purposes?

11 votes
Accepted

Concentration risk in credit portfolio

11 votes

Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?

8 votes

What programming languages are most commonly used in quantitative finance?

6 votes
Accepted

Derivation of the Stochastic Vol PDE

6 votes
Accepted

Is Duration really the slope of the Price-Yield curve?

6 votes
Accepted

Why are some utility functions widely used?

5 votes

What is the implied volatility skew?

4 votes
Accepted

If I have a model that gives 10% "probability edge" over random chance, how do I calculate the position size?

4 votes

Proof that you cannot beat a random walk

3 votes

Better understanding of the Datar Mathews Method - Real Option Pricing

2 votes

Integration in the context of modelling with the Meixner Process

2 votes
Accepted

How to find the transition distribution functions of these two processes?