All questions asked by Andrew Maurer

List all solved & unsolved questions asked by Andrew Maurer

Faster Data Transfer?

1 Data Science Asked on 05/03/2021

Obtain order level data for German stocks

0 Quantitative Finance Asked on 01/15/2021

data historical data limit order book tick data

How does Bloomberg calculate beta?

0 Quantitative Finance Asked on 01/08/2021

Calculation of the Bid-Ask Spread on Bloomberg

1 Quantitative Finance Asked on 01/07/2021

bloomberg spread

Binomial Trees vs FDM

2 Quantitative Finance Asked on 01/03/2021

binomial tree finite difference method option pricing

Improving control variate for variance reduction

1 Quantitative Finance Asked on 12/31/2020

monte carlo numerical methods options

Modelling VWAP Slippage with HFT data

1 Quantitative Finance Asked on 12/31/2020

slippage volatility volume vwap

Covariance, stochastic discount factor (SDF) and risk aversion

1 Quantitative Finance Asked on 12/29/2020

asset pricing stochastic discount stochastic processes

delta neutral option cost

1 Quantitative Finance Asked on 12/28/2020

black scholes options

Obtaining current list of companies in the FTSE 100 via an API

3 Quantitative Finance Asked on 12/23/2020

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