User emcor

16 votes

1 answer

746 views

Max option leverage strike

asked Sep 26, 2015 at 23:34

13 votes

3 answers

1k views

Difference between a warrant and an option?

asked Aug 7, 2014 at 16:51

12 votes

1 answer

3k views

Arbitragefree Pricing: Q vs. P

asked Jun 24, 2014 at 22:00

12 votes

2 answers

8k views

Heston Model Option Price Formula

asked Jul 4, 2015 at 23:52

11 votes

3 answers

8k views

Where can I find a list of VaR and CVaR formulas for continuous distributions?

asked Oct 22, 2014 at 10:24

10 votes

2 answers

9k views

Why using the swap curve as riskfree rate and no longer gov bonds?

asked Jun 10, 2015 at 18:26

9 votes

4 answers

1k views

Efficient Markets Paradox

asked Sep 5, 2014 at 22:27

8 votes

2 answers

3k views

Order Execution Algorithms

asked Aug 9, 2015 at 19:14

7 votes

1 answer

441 views

Portfolio VaR with Copula?

asked Nov 22, 2014 at 20:22

7 votes

1 answer

373 views

Dec 16: FED rate hike?

asked Dec 13, 2015 at 19:51

6 votes

1 answer

262 views

CNY Devaluation: Why EUR up, USD down?

asked Aug 12, 2015 at 21:58

5 votes

2 answers

10k views

Orderbook Arbitrage

asked Jul 6, 2015 at 18:01

5 votes

1 answer

5k views

How can one value a Bermudan option?

asked Jun 29, 2015 at 9:25

5 votes

1 answer

5k views

Option prices in Bates SVJ model?

asked Aug 5, 2015 at 12:16

5 votes

2 answers

401 views

Brexit implied probability

asked Jun 16, 2016 at 15:21

4 votes

2 answers

2k views

Understanding the solution of this integral

asked Apr 29, 2016 at 14:22

4 votes

1 answer

253 views

U.S. Rate Hike Prediction

asked Aug 15, 2015 at 15:22

4 votes

2 answers

283 views

CVaR reformulation correct?

asked Nov 14, 2014 at 13:50

4 votes

9 answers

3k views

Why would there be a positive risk-free rate?

asked Sep 18, 2014 at 22:34

3 votes

2 answers

584 views

Intraday Data - Stylized Facts?

asked Sep 28, 2014 at 10:30

3 votes

1 answer

3k views

How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?

asked Jul 21, 2014 at 12:51

3 votes

1 answer

5k views

What is Base- vs. Implied Correlation of a CDO tranche?

asked Sep 10, 2014 at 20:07

3 votes

4 answers

13k views

Where can I download intraday series for DAX and S&P500 Index?

asked Sep 12, 2014 at 11:51

3 votes

1 answer

126 views

Longevity risk modelling

asked Jan 18, 2015 at 18:37

3 votes

1 answer

156 views

Estimate market risk premium?

asked Jun 24, 2015 at 23:27

3 votes

1 answer

437 views

Self-Frontrunning Arbitrage

asked Aug 4, 2015 at 5:41

3 votes

2 answers

4k views

Derive Perpetual Bond Price

asked Dec 12, 2015 at 20:53

2 votes

1 answer

25k views

Duration of perpetual bond

asked Dec 12, 2015 at 11:59

2 votes

1 answer

274 views

Expected option return in MATLAB

asked Jun 24, 2016 at 12:58

2 votes

1 answer

572 views

Interpretation of Open Interest for Options

asked Sep 26, 2016 at 11:50

Stack Exchange Network

56 Questions

Max option leverage strike

Difference between a warrant and an option?

Arbitragefree Pricing: Q vs. P

Heston Model Option Price Formula

Where can I find a list of VaR and CVaR formulas for continuous distributions?

Why using the swap curve as riskfree rate and no longer gov bonds?

Efficient Markets Paradox

Order Execution Algorithms

Portfolio VaR with Copula?

Dec 16: FED rate hike?

CNY Devaluation: Why EUR up, USD down?

Orderbook Arbitrage

How can one value a Bermudan option?

Option prices in Bates SVJ model?

Brexit implied probability

Understanding the solution of this integral

U.S. Rate Hike Prediction

CVaR reformulation correct?

Why would there be a positive risk-free rate?

Intraday Data - Stylized Facts?

How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?

What is Base- vs. Implied Correlation of a CDO tranche?

Where can I download intraday series for DAX and S&P500 Index?

Longevity risk modelling

Estimate market risk premium?

Self-Frontrunning Arbitrage

Derive Perpetual Bond Price

Duration of perpetual bond

Expected option return in MATLAB

Interpretation of Open Interest for Options