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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