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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