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user3264325
  • Member for 8 years, 4 months
  • Last seen more than 1 year ago
8 votes

Why do we usually model returns and not prices?

6 votes

Relationship between Beta and Standard Deviation

4 votes

Term structure of default probabilities without market data

4 votes

Jegadeesh and Titman 1993 Power of their test

3 votes

Quantitative Real Estate Investment Finance

3 votes

Hedge fund database with daily data

2 votes

Black Scholes vs Binomial Model

2 votes

Is there a broad currency index just like there is an equity market index?

2 votes

Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

2 votes

Option pricing ? Where to get the dividend yield from?

2 votes

Why does the volatility smile flatten as maturities increase?

1 vote

Still confused : risk neutral measure/world

1 vote

Reverse chronological time series / inverse time series

1 vote

Minimum Variance Hedge Ratio in Binomial Framework

0 votes

What is the motivation for index benchmark?

0 votes

Positive VaR when calculation on Total Return Indexes?

-1 votes

SABR model inconsistent with Black Swaption Pricing

-1 votes

Implementing A 50/50 Prediction Model Strategy