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Quant

Discussion for quant.stackexchange.com
2185d ago – chrisaycock
33

How to choose a portfolio from the ef

Discussion on portfolio selection when the risk free rate is not known.
2629d ago – Jun Jang
79
2

Quantitative Finance 2017 Moderator E

Open Discussion for http://quant.stackexchange.com/election/1
2756d ago – Aaron Hall
34
5

Discussion on question by Xerium: Cal

Imported from a comment discussion on https://quant.stackexchange.com/questions/80836/calculating-the-theoretical-value-from-a-multivariate-normal-distribution
211d ago – Kurt G.
19
3

Discussion between missing_name and u

Imported from a comment discussion on https://quant.stackexchange.com/questions/80166/modeling-yield-scenarios-and-curve-shocks-for-bonds
268d ago – missing_name
30
2

Discussion between Marc157 and user35980

Imported from a comment discussion on https://quant.stackexchange.com/questions/78232/python-quantlib-g2-calibration-with-negative-interest/78234#78234
459d ago – Marc157
17
2

Discussion on question by user2520938

Imported from a comment discussion on https://quant.stackexchange.com/questions/74872/question-on-mertons-self-financing-derivation
792d ago – user2520938
23
2

Discussion between lukas kiss and Kur

Imported from a comment discussion on https://quant.stackexchange.com/questions/73326/pricing-options-in-underlying-problem
954d ago – lukas kiss
17
2

Discussion between Hans and Richard H

Imported from a comment discussion on https://quant.stackexchange.com/questions/71159/can-one-estimate-rather-than-forecast-volatility-using-the-garch-model/71161#71161
1067d ago – Richard Hardy
23
2

Discussion between mmencke and robin

Imported from a comment discussion on https://quant.stackexchange.com/questions/69024/quantlib-valuation-of-inflation-swaps-of-eur-rpi-using-quantlib-python
1236d ago – robin
18
2

Discussion between Kermittfrog and UN

Imported from a comment discussion on https://quant.stackexchange.com/questions/66719/itos-lemma-in-option-pricing-for-a-stock-satisfying-ds-fracp-s-omegadtsd
1345d ago – UNOwen
21
2

Discussion on answer by byouness: How

Imported from a comment discussion on https://quant.stackexchange.com/questions/65390/how-to-price-the-fx-forward-contract-under-stochastic-interest-rates/65396#65396
1406d ago – user53249
57
2

Discussion between mark leeds and Aar

Imported from a comment discussion on https://quant.stackexchange.com/questions/59685/cointegration-where-first-differences-are-not-jointly-stationary
1618d ago – Aaron Bergman
17
2

Discussion on answer by Magic is in t

Imported from a comment discussion on https://quant.stackexchange.com/questions/58923/anticipating-stochastic-integral-int-0t-w-t-dw-t/58931#58931
1654d ago – ilovevolatility
32
4

Discussion between Bob Jansen and Ste

Imported from a comment discussion on https://quant.stackexchange.com/questions/58904/monte-carlo-simulation-does-not-converge
1658d ago – Steven Hunt
42
2

Discussion between rvignolo and sound

Imported from a comment discussion on https://quant.stackexchange.com/questions/58100/how-to-perform-monte-carlo-simulations-to-price-a-forward-contract-under-the-sch/58262#58262
1683d ago – rvignolo
58
2

Discussion between Mr.Price and KeSchn

Imported from a comment discussion on https://quant.stackexchange.com/questions/57498/kou-model-implementation-python
1722d ago – Mr.Price
20
2

Discussion between Vladimir Belik and

Imported from a comment discussion on https://quant.stackexchange.com/questions/57264/consistent-offset-lag-in-time-series-prediction-using-neural-network-all-code-p
1731d ago – Vladimir Belik
16
2

Discussion between Hans and Gordon

Imported from a comment discussion on https://quant.stackexchange.com/questions/54667/convexity-of-an-american-put-option/54774#54774
1758d ago – Hans
27
2

Discussion between Permian and KeSchn

Imported from a comment discussion on https://quant.stackexchange.com/questions/55402/find-a-formula-for-the-price-of-a-derivative-paying-maxs-ts-t-k-0/55477#55477
1763d ago – Permian
19
2

Discussion between Oscar and ir7

Imported from a comment discussion on https://quant.stackexchange.com/questions/55426/effect-of-correlation-on-a-best-of-rainbow-option/55432#55432
1770d ago – Oscar
32
2
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