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2 votes
2 answers
169 views

How to price vol for options on forwards when forward settlement does not match option expiry

2 votes
1 answer
154 views

Heston Equation Parameters

0 votes
1 answer
124 views

Has someone figured out the optimal age to begin taking Social Security based on their own expected lifespan? [closed]

1 vote
1 answer
68 views

Has there been any research that allows utility maximization with arbitrage?

0 votes
0 answers
70 views

Volatility smile construction for fx options confusion

0 votes
0 answers
39 views

Do Fed Funds futures have a reset cut-off functionality?

0 votes
0 answers
35 views

CS01 of a CDS vs that of a corporate bond

1 vote
0 answers
34 views

Challenges and Open-Source Solutions for Practical Quantum Algorithm Integration in Financial Applications [closed]

0 votes
0 answers
30 views

QuantLib: Correct compounding argument for `ZeroCouponBond` when computing Yield, Duration, zSpread, etc

2 votes
0 answers
26 views

Volatility of Hedging Error and Statistical Uncertainty of Estimates

0 votes
0 answers
26 views

Term Structure Model : 10 Period Black Derman Toy Model

-1 votes
1 answer
17 views

Generate QuantLib schedule with same dates as payment


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