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How to choose a portfolio from the ef…
Discussion on portfolio selection when the risk free rate is not known.
2629d ago – Jun Jang
2
Quantitative Finance 2017 Moderator E…
Open Discussion for http://quant.stackexchange.com/election/1
2756d ago – Aaron Hall
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.
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
2