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Ans | A | Title
1 |   | Use of fBm when $H<1/2$
2 |   | How reliable is data from CSI Market?
2 | Y | Does MPR imply strategies with positive average return?
0 |   | Extract data from Wall Street - Programming
1 | Y | How to calculate Fama-French factors?
0 |   | How to verify and prove that the increase in default rates are due...
1 |   | The Heston Solution For European Option - Jim Gatheral
2 | Y | Do price approximations lead to arbitrage opportunities?
0 |   | Estimate value drivers in SVA
0 |   | Estimating parameters of the Cox-Ingersoll-Ross model using CLS in R
2 |   | Calculate OIS rate 3 months, 1 year
0 |   | Loss given default model for retail loan portfolio
1 | Y | which method is the roubust method to estimate the Hurst parameter?
2 |   | A simple question: Cost of delta hedging when a call option is sold
3 | Y | Autocorrelation in the GARCH model residuals
2 | Y | Basic binomial option pricing example
0 |   | How to extend Realized (from Integrated) Volatilty to multiple per...
1 |   | Tracking error Black Scholes
2 |   | How to compute Overnight Index Swap (OIS) fixed rate?
2 |   | Fractional Brownian motion - probability density function of the i...
2 |   | Reference: Vanna, volga, vega approximations
1 |   | Modelling option price change in N days
1 |   | Calculation of option Greek (sensitiviety) theta via finite differ...
1 |   | Energy Risk Quant--Any discussion boards for energy related quant ...
1 |   | How to determine ratios for mean-reverting basket
1 | Y | Ex-Ante Tracking Error : active strategies and the size of the cov...
2 |   | Stress Testing for VaR
0 |   | Factor models based on fundamental surveys: how to deal with the p...
0 |   | How to find the distribution of this occupation time?
2 |   | Risk neutral measure of short rate model
0 |   | Is the Item 1A section in 10-K and 10-Q mandatory?
5 | Y | Risk-neutral vs. physical measures: Real-world example
1 | Y | Cadlag Property of Jump Proccesses
1 | Y | How are LIBOR rates beyond 12M arrived at?
0 |   | how to calculate log return and seasonal return for 63k companies ...
1 |   | What project would you recommend a college graduate to do to get a...
1 | Y | Assumption in black scholes solution
0 |   | How do I create a For Loop to pull daily stock returns?
3 | Y | Which Algorithmic trading library would you recommend for trading ...
6 | Y | Book on market microstructure
2 |   | Deduce expected exposure profile from option/structure delta?
1 |   | How to Calculate (month by month) what hikes are priced into OIS?
0 |   | QuantLibXL swap valuation fixing dates
3 |   | Step By Step method to calculating VaR using MonteCarlo Simulations
2 | Y | How is the formula for the VEV (VaR-equivalent volatility) in the ...
5 | Y | Appropriate method for calculating negative returns on a trading s...
0 |   | Tree representation of BDT model in John Hull's note
2 |   | Two questions regarding cross-hedge
1 |   | Log-periodic power law model: is it a continuous or discrete-time ...
2 | Y | Choosing the right statistical test for Mutual Fund Performance Ev...
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