SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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tibbar
Posts: 554
Joined: November 7th, 2005, 9:21 pm

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December 6th, 2005, 12:48 am

state price deflators and their role in linking expectations under the real world probability measure P with the risk free measure Q.
 
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Sherman
Posts: 36
Joined: December 6th, 2003, 6:02 pm

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January 20th, 2006, 2:54 pm

What is Bayesian Modelling and how is it used in quantitative finance ?
 
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stephan
Posts: 6
Joined: July 14th, 2002, 3:00 am

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February 4th, 2006, 1:40 pm

What is Fourier Transformation and how is it used in Finance?
 
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commoditytrader
Posts: 82
Joined: October 26th, 2005, 2:56 pm

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February 9th, 2006, 4:07 pm

What is a complete market? Examples in the world of trading.
 
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DominicConnor
Posts: 11684
Joined: July 14th, 2002, 3:00 am

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February 10th, 2006, 5:30 pm

A big feedback from people about the 1.0 version guide was interestin what different types of quant do all day. Models used, who you talk to, workload etc.How might we best divide up the different flavours of quant work that people do ?
 
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msankowski
Posts: 11
Joined: July 14th, 2002, 3:00 am

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February 15th, 2006, 8:40 pm

It would be great if these posts were in Wiki format, where users could edit them, like Wikipedia, and then have comments and questions below that specifically relate to each of these topics
 
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jfuqua
Posts: 1255
Joined: July 26th, 2002, 11:41 am

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February 16th, 2006, 3:54 pm

Re: fourier transform in finance good basic explanation Carr Peter, Helyette Geman, Dilip Madan, Liuren Wu, Marc Yor 'Option Pricing using Integral Transforms' 2/03
 
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CactusMan
Posts: 2990
Joined: October 27th, 2005, 8:26 pm

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February 24th, 2006, 2:43 pm

Earnings at Risk (EAR). It's inputs and output.
 
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CactusMan
Posts: 2990
Joined: October 27th, 2005, 8:26 pm

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March 1st, 2006, 5:09 pm

What's the hottest thing in ALM right now?
 
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MrH
Posts: 6
Joined: January 11th, 2006, 3:58 pm

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March 3rd, 2006, 3:30 pm

Someone suggested "what are the most popular stochastic volatility models" but I'd really like to see, more generally "what are the most popular stochastic processes" (ie things you might simulate in a Monte Carlo model).Presumably the list would include:Geometric brownian motionLIBOR market modelVasicek modelGaussian copula (credit default) modelJump-diffusionetc.
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

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April 4th, 2006, 10:58 pm

Hybrid Derivatives - what are they and how are they priced ?
 
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jamesnowak
Posts: 54
Joined: October 23rd, 2005, 4:37 pm

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April 6th, 2006, 5:52 pm

CPPIWhat are they.How are they usedAny industry papersCheers
 
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NicolaR
Posts: 8
Joined: June 26th, 2003, 3:45 pm

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May 5th, 2006, 2:33 pm

What is the Right / Correct price for a derivative ?What are the most sophisticated models used by practionners ?
 
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NicolaR
Posts: 8
Joined: June 26th, 2003, 3:45 pm

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May 5th, 2006, 2:35 pm

What is the Right / Correct price for a derivative ?What are the most sophisticated models used by practionners ?
 
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brontosaurus
Posts: 2035
Joined: May 10th, 2004, 8:33 pm

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May 10th, 2006, 11:16 am

What is Baysean Econometrics?
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