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pbr142

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Answers (33)

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42	How to build a factor model?
9	How to test the 5 Factor CAPM of Fama & French (2014)?
9	Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?
8	Why is $C(t,S_t)/B_t$ a martingale?
8	Intuitive explanation of the Hansen-Jagannathan bound

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Reputation (2,090)

+10	Why are options called what they are called?
+10	Price volatility and yield volatility
+10	How to build a factor model?
+10	How to choose a risk-neutral measure when the market is incomplete?

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12	Why are options called what they are called?

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56 factor-models × 4	13 modeling × 3
42 fama-french	13 stochastic-volatility × 3
42 regression	13 capm × 2
18 black-scholes × 3	10 sharpe-ratio × 2
16 option-pricing × 4	9 stochastic-calculus × 3

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	Stack Overflow	166 rep	2 bronze badges
	Mathematics	101 rep
	MathOverflow	101 rep
	Artificial Intelligence	101 rep

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