All questions asked by Batman

List all solved & unsolved questions asked by Batman

How is the hidden state of a GRU initialized

1 Data Science Asked on 12/22/2020

deep learning gru machine learning neural network rnn

How to link market risk and the transition to the new risk-free rates?

0 Quantitative Finance Asked on 02/08/2021

interest rates libor risk free risk management

An example of Feynman-Kac

0 Quantitative Finance Asked on 02/06/2021

Credit VaR for this portfolio assuming no default correlation and no recovery?

0 Quantitative Finance Asked on 02/05/2021

correlation credit fixed income var

Mapping One symbol's Support/Resistance to another Symbol

1 Quantitative Finance Asked on 02/04/2021

futures normalization

Volatility of multimodal distribution of returns

0 Quantitative Finance Asked on 02/03/2021

returns rolling volatility

What is the importance of alpha, beta, rho in the SABR volatility model?

3 Quantitative Finance Asked on 01/25/2021

options pricing sabr volatility

Is there any way to get a list of all trades that took place for a stock?

3 Quantitative Finance Asked on 01/23/2021

Software for backtesting outside strategies (CSV transaction upload)

5 Quantitative Finance Asked on 01/20/2021

Pricing deep OTM and short expiry options with Monte Carlo methods

0 Quantitative Finance Asked on 01/17/2021

local volatility monte carlo option pricing volatility

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