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Quantitative Finance

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Awarded 5960 times.
Constant maturity on a systematic portfolio of SPX listed options
Awarded 4 hours ago
What is the order of volatility surface and slices with regards to the calibrated model vs displayed values
Awarded Feb 22 at 3:31
Derivation of Heston PDE
Awarded Feb 17 at 9:46
"Funding Beyond Discounting": understanding the rates impacting the cash account
Awarded Feb 16 at 15:09
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Awarded Feb 15 at 12:51
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Awarded Feb 12 at 6:16
In the context of HFT options trading and market making, what do the terms Offset and Retreats mean?
Awarded Feb 11 at 11:48
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Awarded Feb 8 at 0:47
Best practices for using LLM coding assistants safely in quant research [closed]
Awarded Feb 7 at 11:41
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Awarded Feb 3 at 15:37
Single-Period Annuity vs Forward Measure
Awarded Feb 2 at 13:35
Single-Period Annuity vs Forward Measure
Awarded Jan 30 at 20:53
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Awarded Jan 28 at 5:59
QuantLib issue with bootstrapping using IborIborBasisSwapRateHelper
Awarded Jan 27 at 3:33
Quantitative Finance Interview: Brainteaser Question/Birthday Problem
Awarded Jan 26 at 19:56
Repeatation of datasets might lead to overfitting.Is synethetic data creation(no genAI) possible given the context and the sample of real datasets?
Awarded Jan 19 at 3:35
How do the different parts of a Swap contribute to its delta?
Awarded Jan 17 at 15:15
Standardising before PCA for clustering
Awarded Jan 15 at 1:08
Option price estimates are inconsistent between two separate formulations
Awarded Jan 13 at 17:05
How to perform volatility arbitrage between two instruments with different prices but the same realized volatility
Awarded Jan 13 at 7:48
Monte carlo Black scholes option pricer only converges for small sample space
Awarded Jan 11 at 13:58
Is there a difference between JPY TONA and JPY TONAR?
Awarded Jan 7 at 11:11
Realistic slippage estimation for delisted equities
Awarded Jan 3 at 17:02
Which measure should I use in the estimation of GARCH model for option pricing, the phsical one or the neutral one?
Awarded Jan 1 at 18:12
What is the formula behind the standard deviation of an option strike?
Awarded Dec 31, 2025 at 3:02
Proof of Durrleman's condition for the implied volatility surface to eliminate butterfly spread arbitrage
Awarded Dec 28, 2025 at 8:20
What do you think of the market as a deterministic, non-linear system? [closed]
Awarded Dec 25, 2025 at 17:11
Approximating the value of an MBS with swaption prices? [duplicate]
Awarded Dec 24, 2025 at 22:48
Bloomberg in Excel - Live Dealer Prices for Agency Bonds
Awarded Dec 19, 2025 at 15:43
Least Squares Monte Carlo with Lags
Awarded Dec 17, 2025 at 11:40
(post deleted or otherwise unavailable)
Awarded Dec 16, 2025 at 15:01
Financial Interpretation of the Lebesgue-Stieltjes Stochastic Integral
Awarded Dec 10, 2025 at 13:20
(post deleted or otherwise unavailable)
Awarded Dec 5, 2025 at 19:26
Why does a trader need stochastic volatility models?
Awarded Dec 5, 2025 at 10:26
Bloomberg in Excel - Live Dealer Prices for Agency Bonds
Awarded Dec 1, 2025 at 17:56
Getting historical data on cross-currency basis
Awarded Nov 21, 2025 at 14:33
Constrained Optimization Problem Applied to a Portfolio
Awarded Nov 18, 2025 at 9:26
Calculating swap npv 1 day in the futures with rateslib
Awarded Oct 27, 2025 at 18:38
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Awarded Oct 23, 2025 at 12:37
Where to find downloadable 1-hour data of DAX index? [duplicate]
Awarded Oct 22, 2025 at 5:17
Getting historical data on cross-currency basis
Awarded Oct 21, 2025 at 2:06
Where can I find financial ratios, ESG fundamentals, and bankruptcy/default data for European companies?
Awarded Oct 16, 2025 at 9:47
Relative value of bonds
Awarded Oct 13, 2025 at 0:33
Inconsistent results in multi-stage simple interest problems — what's the correct accumulation method?
Awarded Oct 8, 2025 at 15:00
Is this cross-rate bid/ask relationship formula correct for CAD/CHF derived from USD/CAD and USD/CHF?
Awarded Oct 7, 2025 at 9:50
What is a CCS exposed to when collateral is in a 3rd currency?
Awarded Sep 26, 2025 at 13:23
XCCY collateralization: do I discount based on MY collateral agreement or the MARKETs?
Awarded Sep 23, 2025 at 9:37
How to price 0DTE options?
Awarded Sep 20, 2025 at 22:17
Simulating Futures for options pricing - with liquidity adaptations
Awarded Sep 17, 2025 at 20:56
When Is Periodic Profit-Taking Better Than Holding Until Maturity?
Awarded Sep 16, 2025 at 14:31
Estimating bond fund returns over a very long horizon (20-30 years plus)
Awarded Sep 15, 2025 at 18:28
Does yfinance always ignore stock splits?
Awarded Sep 12, 2025 at 9:50
Trading OIS meeting dates
Awarded Sep 10, 2025 at 11:02
Cross-currency Basis Adjustment for Multi-curve Models
Awarded Sep 8, 2025 at 18:12
Why does Free Cash Flow Not Add Up?
Awarded Sep 8, 2025 at 12:05
For a DV01 calculation on swaps, why "unfix" the fixed stubs on the libor instruments while bootstrapping the libor curve?
Awarded Sep 6, 2025 at 16:21
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Awarded Sep 5, 2025 at 11:45
Dividend Adjustment Factor
Awarded Sep 3, 2025 at 5:31
Confusion about the state of interest rate term structures after LIBOR transition
Awarded Sep 1, 2025 at 19:58
How to get the implied meetings rate correctly in US
Awarded Aug 26, 2025 at 16:50
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