Finance

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Financial issues, money making & transfer, cryptocurrency, bitcoin stuffs etc.
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Pricing Different Strike Put With Call Option Price
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Kai
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Procedure of calibrating a stochastic local (SLV/LSV) model
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THAT'S MY QUANT MY QUANTITATIV
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Is there an efficient method or technique to find an arbitrage between two FX dealers?
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idknuttin
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When getting the local vol surface from the implied vol surface, do we interpolate the strikes?
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Xerium
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Moneyness, implied volatility and option greeks
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Maurizio Marinaro
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cumulative and compound return in excel
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Neda Fathi
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Monte Carlo simulation via Excel - a very basic question
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Alex
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Bond indices : where to find yields and asset swap spreads by rating and average duration?
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Jean Dessain
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Multiplicative Metric Variance
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hyg17
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Risk-Neutral Non-Linear Option Pricing Black Scholes Model
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Kai
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Deviation in RSI indicator in comparison to the figure displayed by exchange
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shashank kushwaha
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book for (investment banking) market risk overview
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stam
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Use filtered historical simulation to calculate VaR on a repo trade
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user20831463
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Maximum value of a call option proof [closed]
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James
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Probability of success with provided expected return and volatility
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manish
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How to build a cross currency swap pricer?
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Rob Taylor
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Hedging FX Risk of a fund
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user70213
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FORMUALTING TRADE IDEA with FX FORWARD/ FX SWAP
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EarlyFx
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Liquidity Stress Test of Investment fund - Liquidation tracking error
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Bourrinou3
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Why does NPV correspond to "cash in our pockets now" for risky investments?
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EE18
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Is this linear interpolation for clean bond price an approximation?
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EE18
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What are some advanced methods for bond risk transformations?
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quanty
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Euler Scheme for Jump-Diffusion models
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Math122
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Market Maker Dynamics and RFQ
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hjkhkjhjk
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How would you approach this positive EV and high variance betting problem?
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User2331418
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Why is BG porcess a pure jump process?
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NancyBoy
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How would one approach this betting game with positive EV and high variance?
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User2331418
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WHat is the best way
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user70181
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Stock price modelling under binomial tree model?
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Clay ZHAI
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A book that has exercises that closely resembles Lorenzo's Stochastic Volatility Modeling
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THAT'S MY QUANT MY QUANTITATIV
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