Home
Forums
New posts
Search forums
What's new
New posts
Latest activity
Log in
Register
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
New posts
Search forums
Menu
Log in
Register
Install the app
Install
Home
Forums
All Topics
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
Finance
Post thread
Financial issues, money making & transfer, cryptocurrency, bitcoin stuffs etc.
1
2
3
…
Go to page
Go
358
Next
1 of 358
Go to page
Go
Next
Last
Filters
Show only:
Loading…
Title
M
American put option. Exercise time is a random variable, calculation of expected payoff
Makina
Yesterday at 6:23 PM
Replies
0
Views
4
Yesterday at 6:23 PM
Makina
M
J
Computation of critical value in F-distribution
johnniem
Yesterday at 3:19 PM
Replies
0
Views
9
Yesterday at 3:19 PM
johnniem
J
F
Garch Model with Vix as external regressor un dummy rugarch r studio
fabdellar
Yesterday at 1:36 PM
Replies
0
Views
5
Yesterday at 1:36 PM
fabdellar
F
Q
Difference between replicating portfolio and option price
Quant
Yesterday at 1:05 PM
Replies
0
Views
6
Yesterday at 1:05 PM
Quant
Q
U
forecast using rugarch in r
user27014
Yesterday at 1:05 PM
Replies
0
Views
3
Yesterday at 1:05 PM
user27014
U
G
Why didn't LMT stock spike and NOC dip in 1990 due to the F-22 raptor competition?
George Fanaras
Yesterday at 11:13 AM
Replies
0
Views
6
Yesterday at 11:13 AM
George Fanaras
G
U
If an option is undervalued, how does shorting a portfolio generate profit?
user546106
Yesterday at 4:12 AM
Replies
0
Views
4
Yesterday at 4:12 AM
user546106
U
A
How to annuzlize with different trading days in single portfolio
andy
Wednesday at 10:49 PM
Replies
0
Views
4
Wednesday at 10:49 PM
andy
A
G
PCA and OLS regression to transform to interest rate risk?
gardensnake
Wednesday at 7:13 PM
Replies
0
Views
6
Wednesday at 7:13 PM
gardensnake
G
M
Delta Hedging using another correlated asset
Mattiatore
Wednesday at 7:13 PM
Replies
0
Views
7
Wednesday at 7:13 PM
Mattiatore
M
E
Calibrating Hull White volatility on swap rate volatility
Enzo Ben
Wednesday at 1:14 PM
Replies
0
Views
5
Wednesday at 1:14 PM
Enzo Ben
E
F
How to interpret the eigenmatrix from a Johansen cointegration test?
Freewind
Wednesday at 11:14 AM
Replies
0
Views
6
Wednesday at 11:14 AM
Freewind
F
L
Regress later LSMC
Lost1
Wednesday at 9:09 AM
Replies
0
Views
6
Wednesday at 9:09 AM
Lost1
L
X
Implied volatility of American options on quantlib
Xerium
Wednesday at 5:57 AM
Replies
0
Views
6
Wednesday at 5:57 AM
Xerium
X
K
Interpretation of PCA Matrix for Swaps
Kazuhira Miller
Wednesday at 2:48 AM
Replies
0
Views
6
Wednesday at 2:48 AM
Kazuhira Miller
K
B
Far OTM calculation issue on Bjerksund-Stensland
bruno
Wednesday at 1:04 AM
Replies
0
Views
6
Wednesday at 1:04 AM
bruno
B
B
Learning resources - Any good websites for learning about quantitative finance with a focus on the underlying mathematics?
BurgerMan
Tuesday at 9:26 PM
Replies
0
Views
3
Tuesday at 9:26 PM
BurgerMan
B
E
What are the downsides of using Kim's integral equation to determine the American option exercise boundary?
Eashan Gandotra
Tuesday at 12:14 PM
Replies
0
Views
10
Tuesday at 12:14 PM
Eashan Gandotra
E
B
Estimating $\mu$ - only increasing $T$ improves estimate?
bcf
Tuesday at 12:14 PM
Replies
0
Views
9
Tuesday at 12:14 PM
bcf
B
N
Independence of log-returns under Heston model
NancyBoy
Tuesday at 7:19 AM
Replies
0
Views
5
Tuesday at 7:19 AM
NancyBoy
N
S
Using regression to find optimal parameters for a trading strategy based on market regime
StabMe
Tuesday at 7:19 AM
Replies
0
Views
15
Tuesday at 7:19 AM
StabMe
S
J
How to apply derived beta to daily change?
jod51
Monday at 4:16 PM
Replies
0
Views
11
Monday at 4:16 PM
jod51
J
P
Pricing a zero coupon callable bond
Practitioner
Monday at 2:20 PM
Replies
0
Views
8
Monday at 2:20 PM
Practitioner
P
U
Questions about the replicating portfolio in the binomial model
user_12345
Monday at 2:20 PM
Replies
0
Views
5
Monday at 2:20 PM
user_12345
U
A
Multifactor model assignment problem
Aradhana Saha
Monday at 1:42 PM
Replies
0
Views
12
Monday at 1:42 PM
Aradhana Saha
A
K
Optimal weights in portfolio after rebalancing
krauuuus
Monday at 10:17 AM
Replies
0
Views
5
Monday at 10:17 AM
krauuuus
K
T
GBP OIS Curve - Zero Rate Curve Calculation in Quantlib
TheGr8Destructo
Monday at 9:34 AM
Replies
0
Views
4
Monday at 9:34 AM
TheGr8Destructo
T
E
Value-at-Risk of a portfolio with a stock after recent IPO
Edo
Monday at 7:45 AM
Replies
0
Views
12
Monday at 7:45 AM
Edo
E
S
Python - yahoo finance options data - volatility smile plot
Skittles
Monday at 7:45 AM
Replies
0
Views
14
Monday at 7:45 AM
Skittles
S
S
Replicating power (electricity) options in US markets
Sameer Lal
Sunday at 3:50 PM
Replies
0
Views
8
Sunday at 3:50 PM
Sameer Lal
S
1
2
3
…
Go to page
Go
358
Next
1 of 358
Go to page
Go
Next
Last
Home
Forums
All Topics
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
Accept
Learn more…
Top