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Quantitative Finance

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Awarded 3909 times.
Best practices for using LLM coding assistants safely in quant research [closed]
Awarded Feb 7 at 10:21
black scholes replication
Awarded Jan 25 at 19:56
Accounting for upward expectations in EU ETS CO2 allowances prices
Awarded Jan 22 at 8:01
How do you simply get delta in rateslib?
Awarded Jan 19 at 9:50
Metrics to assess Interest rate risk (other than Duration and Convexity)
Awarded Dec 28, 2025 at 15:51
Where to get data on commodity futures contracts?
Awarded Dec 25, 2025 at 14:27
How to define robust alert thresholds for non-stationary risk scores?
Awarded Dec 17, 2025 at 12:37
Can the coef be negative in cointegrated stocks?
Awarded Dec 6, 2025 at 20:39
Getting historical data on cross-currency basis
Awarded Nov 23, 2025 at 2:54
Inconsistent results in multi-stage simple interest problems — what's the correct accumulation method?
Awarded Oct 11, 2025 at 3:42
Should Earned or Received date be used in bond valuation discount factor
Awarded Sep 26, 2025 at 22:32
XCCY collateralization: do I discount based on MY collateral agreement or the MARKETs?
Awarded Sep 23, 2025 at 10:48
Books on technical history of finance
Awarded Sep 11, 2025 at 10:34
For a DV01 calculation on swaps, why "unfix" the fixed stubs on the libor instruments while bootstrapping the libor curve?
Awarded Sep 8, 2025 at 8:30
Cross-currency Basis Adjustment for Multi-curve Models
Awarded Sep 5, 2025 at 15:31
BlackVarianceSurface in quantlib
Awarded Sep 5, 2025 at 14:45
Volatility surface static arbitrage and SVI
Awarded Aug 13, 2025 at 19:15
Logic behind Tax Shield of debt
Awarded Aug 9, 2025 at 14:08
Use Options Vertical Spreads to Find Probability of Distribution
Awarded Aug 4, 2025 at 2:45
QuantLib `RangeAccrualFloatersCoupon` instanciation fails
Awarded Aug 1, 2025 at 15:37
Backtesting in python continue build or buy available software
Awarded Jul 24, 2025 at 13:25
building a CPI Bond in quantlib
Awarded Jul 9, 2025 at 16:01
How do I predict future earnings dates if I have a database of all prior earnings dates?
Awarded Jul 3, 2025 at 13:27
LCH/Bilat basis for inflation swaps
Awarded Jun 29, 2025 at 10:57
Questions on Feynman-Kac Theorem
Awarded Jun 29, 2025 at 8:06
Defining and Calculating Vega PnL for Basket Options
Awarded Jun 17, 2025 at 0:48
Resources for MBS Derivative hedging?
Awarded Jun 7, 2025 at 20:00
Confused about term disappearing in the heston model after going from stock to bond numeraire
Awarded Jun 5, 2025 at 12:53
Why sell an option and use the hedging (replicating) portfolio?
Awarded May 27, 2025 at 16:27
What are typical payoffs of PRDCs?
Awarded May 25, 2025 at 8:09
end-of-month or not for plain vanilla interest rate swap
Awarded May 24, 2025 at 15:09
Collecting/Processing Data Via IBKR, SQL Databases and Python
Awarded May 24, 2025 at 5:15
Difference in YTM and calculated risk metrics between QuantLib and Bloomberg for Fixed Coupon Bonds
Awarded May 23, 2025 at 1:47
How do practitioners make actual use of filtrations?
Awarded May 20, 2025 at 7:11
Meaning of Buckshot of IOCs
Awarded May 14, 2025 at 2:17
Price and Yield Calculations for Municipal Bonds with QuantLib
Awarded May 7, 2025 at 11:06
Questions regarding Treasury Futures CTD Search
Awarded Apr 29, 2025 at 21:30
How to formalize and validate models of fundamental factors involved price changes?
Awarded Apr 13, 2025 at 19:01
Why does the sum of key rate durations approximately equal the effective duration?
Awarded Apr 5, 2025 at 22:25
Vanna for call vs put intuition
Awarded Apr 4, 2025 at 12:39
What actually drives a stock price up or down?
Awarded Apr 3, 2025 at 21:05
Difference between L2 and L3 market data
Awarded Apr 2, 2025 at 13:35
QuantLib interpreting parameters nu and alpha in SABR model
Awarded Mar 31, 2025 at 10:41
Sources for CEV model
Awarded Mar 29, 2025 at 9:20
Clarification on Instantaneous vs Terminal Correlation in Stochastic Models
Awarded Mar 28, 2025 at 16:48
Marking an FX Forward Position
Awarded Mar 28, 2025 at 1:26
Exchange-tagged option trade data?
Awarded Mar 27, 2025 at 2:01
Are quantities implied by the market always risk neutral?
Awarded Mar 11, 2025 at 13:41
How to calculate factor return given a barra model and individual stock returns?
Awarded Mar 7, 2025 at 7:56
Why not fit a par rate curve directly on par rates?
Awarded Mar 7, 2025 at 6:12
Mathematician needs help from the Quants: Is there an interpretation of this stochastic model to stock market trading?
Awarded Mar 6, 2025 at 20:41
PFOF how it works
Awarded Feb 25, 2025 at 13:51
Interest rate risk of inflation-linked bonds
Awarded Feb 20, 2025 at 13:52
Heston Model lack of flexibility
Awarded Feb 19, 2025 at 10:00
Worst-of Rainbow Option - Relationship with Correlation and price
Awarded Feb 18, 2025 at 0:32
How to explain the repo rate in equity forward price formula?
Awarded Jan 25, 2025 at 21:33
Financial Analysis of Project Cash Flows: Present and Future Worth Calculations
Awarded Jan 24, 2025 at 1:05
End of Month (Eom) Rule overrides convention rule in Quantlib Schedule Is this the Market Practice?
Awarded Jan 22, 2025 at 9:10
ONTR and OFFR of Similar Maturity
Awarded Jan 20, 2025 at 18:49
How to get the CIR process in the Heston Model from the Ornstein-Uhlenbeck process modeling volatility
Awarded Jan 20, 2025 at 2:42
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