Skip to main content

Explore our questions

0 votes
0 answers
10 views

How to get SIC code historical point-in-time

1 vote
1 answer
304 views

replicating momentum strategy - Formation Periods

0 votes
0 answers
26 views

James-Stein Shrinkage

0 votes
0 answers
23 views

European options on interest rate futures: quoting mechanism and vol interpolation and extrapolation

1 vote
1 answer
128 views

Best approach to solving for an option’s mid price IV?

2 votes
1 answer
57 views

Replicating 2c-c & 2p-p from Bjerksund Stensland (2002)

0 votes
1 answer
60 views

GBM with adjusted normal distribution

2 votes
1 answer
207 views

Calibration of Heston-Nandi GARCH Model Using Historical Data: Risk-Neutral vs. Physical Measure

0 votes
1 answer
208 views

Price Discovery in assets - Generalized Information Share (GIS) approach proposed by Donald Lien and Keshab Shrestha

2 votes
1 answer
105 views

Why does a trader need stochastic volatility models?

1 vote
1 answer
222 views

Calculating Ex Post Sharp Ratio's for decile portfolios

1 vote
0 answers
61 views

Volatility Estimation and forecasting for Ultra-High frequency data

2 votes
1 answer
165 views

Finite difference methods for an Asian call with boundary conditions

0 votes
1 answer
199 views

How to find arbitrage in a one period binomial model?

Browse more Questions