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Ans | A | Title
2 |   | EUR Implied Forward Rate from Bloomberg
3 | Y | Computing the Sharpe Ratio
0 |   | AIC in R fGarch Package
3 | Y | Why does the valuation of the floating leg of a swap only use the ...
1 |   | How to perform batch-trading using Interactive Broker API?
2 |   | How are Quandl monthly S&P500 earnings estimates derived?
1 | Y | How to calculate the CVA of a forward contract?
1 |   | How to build Factor model like Fama & French (2014)?
0 |   | Fama French Model for a Specific Market
2 | Y | Sharpe Ratio - my own calculation differs from Yahoo finance, Morn...
1 | Y | How do exchanges decide the tick sizes?
1 |   | The Heston Solution For European Option - Jim Gatheral
2 | Y | Why isn't it appropriate to use correlation between prices in ...
1 | Y | Valuing the floating leg of a swap
0 |   | Price returns using the inverse hyperbolic sine transformation
2 |   | Calculate OIS rate 3 months, 1 year
0 |   | Duration of a portfolio of bonds
0 |   | Tests to Compare Time Series and Simulation
1 |   | How to calculate daily interest at different rates each day?
1 | Y | What exactly is an ISO order?
1 | Y | Duration of perpetual bond
1 |   | How do I adjust volatility of fund (specifically CTA/Managed Futur...
2 |   | Locked/crossed prices in US equities
1 | Y | Payoff of an odd indicator of one stock being greater than another
1 | Y | Is LIBOR a spot rate?
1 |   | Zero-coupon bond price volatility with one factor Hull White inter...
4 | Y | Market making with resting orders?
1 |   | How to determine ratios for mean-reverting basket
1 | Y | Aggregation to MSCI world return from subindicies
0 |   | Arbitrage argument zero coupon bond
1 |   | Calculation of option Greek (sensitiviety) theta via finite differ...
0 |   | Synthetically deleveraging a Real Estate portfolio
0 |   | Help to understand the XRBL format used in Uniform Bank Performanc...
0 |   | Historical Data on Expected Unemployment/Interest Rates
0 |   | Prepayment - Rates (SMM/CPR) - Does it affect the maturity of the ...
2 |   | Fractional Brownian motion - probability density function of the i...
2 |   | Reference: Vanna, volga, vega approximations
0 |   | Does it make sense to reverse a unprofitable strategy so that it b...
1 |   | Modelling option price change in N days
1 |   | Tracking error Black Scholes
2 | Y | Best Online Course for Learning Quant Trading?
1 | Y | Short-Interest Rates Models - Geometric Brownian Motion?
0 |   | Are Bloomberg EPS Estimates reliable?
2 |   | How can you find change in working capital and capital expenditure...
1 | Y | In practice, how do pension plans determine their risk appetite?
1 |   | Energy Risk Quant--Any discussion boards for energy related quant ...
0 |   | How do i use Classification for Stock prediction? especially setup...
0 |   | history of market microstructure
2 |   | Stress Testing for VaR
6 | Y | Why are Quantquote historical trades different vom ActiveTick hist...
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