We bring you the latest updates from Quant through a simple and fast subscription.
We can deliver your news in your inbox, on your phone or you can read them here on this website on your personal news page.
Unsubscribe at any time without hassle.
Quant's title: Quantitative Finance Stack Exchange
Is this your feed? Claim it!
Assuming the usual FX vol surface conventions are correctly set for the given market, how do I extract the 3D Bloomberg implied vol surface?
I understand that the data from their implied vol table form the basis of our interpolation and that you can export to Excel. However, I would like to fit the implied vol surface and see how different methods behave relative to Bl...
It's been a while that quantum computing is looked as the next step in computational science. I somewhat always tought we were decade aways from it's happening but it appears I was wrong: ibm-quantum-computing-cloud (well, I am still not sure this is...
I have a target underlying asset for pricing, but I only have the spot price for it. I’m looking for proxies for which I have the spot price, forward price, and implied volatility. I already have a mechanism that allows me to select the proxy based on correlation, cointegration, and return volatility! Now, I’d like to construct the implied volatility of my target underlying a...
I am trying to prepare to exit academia and transition into quantitative finance from a statistical physics background (after spending 6 years as a postdoctoral researcher). My experience covers heavy computation (Matlab/C++), stochastic processes (Brownian motion, Langevin/Fokker-Planck equations), and statistical mechanics, but I have little formal exposure to asset pricing...
I am currently working on a couple of finance research papers at master’s level, based on my thesis work.
I have already uploaded similar work on SSRN, and I am now trying to publish and share my work more broadly. I am also exploring arXiv as a potential platform, but I am currently facing difficulties with the endorsement process and finding an endorser within the ne...