User Aksakal almost surely binary

5 votes

Unsmoothing of returns

answered May 4, 2015 at 13:15

4 votes

Why use implied volatility

answered Apr 3, 2014 at 15:21

3 votes

Risk neutral pricing vs real world pricing

answered Jun 17, 2020 at 20:03

3 votes

Implied Volatility, annualized quantity ? And Total Implied volatility

answered Jun 17, 2020 at 21:34

2 votes

Accepted

Hull's book par yield example

answered Jan 16, 2021 at 23:08

2 votes

What is an Efficient way to calculate Simple moving average without saving previous N period values?

answered Apr 29, 2017 at 18:39

2 votes

Why is $dS/S$ an estimate of realized volatility?

answered Apr 30, 2017 at 13:56

2 votes

Is an autocorrelation of the abs returns just a consequence of the volatility burst?

answered Apr 30, 2017 at 16:52

2 votes

Estimate American-style option delta from similar options

answered May 1, 2017 at 13:56

2 votes

Quantitative finance for physicists

answered Jun 3, 2020 at 13:27

2 votes

How to Calculate a Monte Calo VaR estimation error

answered Feb 26, 2014 at 2:30

2 votes

What does "percent of change" mean?

answered Mar 9, 2014 at 18:06

2 votes

Where does this copula come from?

answered Mar 28, 2014 at 15:37

2 votes

May someone please explain the intuition behind the Black-Scholes Equation?

answered Jun 17, 2020 at 19:44

1 vote

Free and tested optimization, statistical and visualization packages for C#

answered Mar 2, 2014 at 16:43

1 vote

Why is that a risk averse consumer buys the optimum insurance when there is actuarially fair insurance?

answered Mar 28, 2014 at 13:54

1 vote

Accepted

What does it mean by autocorrelation coefficient near 1?

answered Mar 20, 2014 at 14:41

1 vote

Accepted

Do I have to annualize daily volatility?

answered Jun 3, 2020 at 13:43

1 vote

S&P500 components at specific date

answered Apr 4, 2014 at 2:31

0 votes

Value Weighted Return

answered Mar 26, 2014 at 16:02

0 votes

Accepted

Beta and the Assumption of IID Returns

answered Mar 1, 2014 at 2:16

0 votes

Given monthly returns of 10-Year Govt Bond, how to get monthly risk free rate of return

answered Mar 1, 2014 at 19:07

0 votes

Smoothing Term Curve

answered Apr 2, 2014 at 1:29

-3 votes

What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?

answered Apr 4, 2014 at 15:31

Stack Exchange Network

24 Answers

Unsmoothing of returns

Why use implied volatility

Risk neutral pricing vs real world pricing

Implied Volatility, annualized quantity ? And Total Implied volatility

Hull's book par yield example

What is an Efficient way to calculate Simple moving average without saving previous N period values?

Why is $dS/S$ an estimate of realized volatility?

Is an autocorrelation of the abs returns just a consequence of the volatility burst?

Estimate American-style option delta from similar options

Quantitative finance for physicists

How to Calculate a Monte Calo VaR estimation error

What does "percent of change" mean?

Where does this copula come from?

May someone please explain the intuition behind the Black-Scholes Equation?

Free and tested optimization, statistical and visualization packages for C#

Why is that a risk averse consumer buys the optimum insurance when there is actuarially fair insurance?

What does it mean by autocorrelation coefficient near 1?

Do I have to annualize daily volatility?

S&P500 components at specific date

Value Weighted Return

Beta and the Assumption of IID Returns

Given monthly returns of 10-Year Govt Bond, how to get monthly risk free rate of return

Smoothing Term Curve

What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?