All questions asked by Frank Thorne

List all solved & unsolved questions asked by Frank Thorne

Should the formula for the inverse of a 2x2 matrix be obvious?

9 MathOverflow Asked on 11/21/2020

intuition linear algebra matrices matrix inverse

Where can I get some Inflation Option example quotes (year-on-year and zero-coupon)

1 Quantitative Finance Asked on 10/21/2020

inflation market data options

Is there a good backtesting package in R?

3 Quantitative Finance Asked on 10/17/2020

How to deal with missing stock returns?

1 Quantitative Finance Asked on 10/14/2020

data portfolio portfolio management returns

What is the logic of the eigenvectors of the Johanson cointegration test determining hedge ratios?

1 Quantitative Finance Asked on 10/09/2020

algorithmic trading cointegration

On Girsanov Theorem to switch from Risk-Neutral to Stock Numeraire

1 Quantitative Finance Asked on 09/27/2020

cmg theorem girsanov numeraire radon nikodym risk neutral measure

Market Maker option's pricing with reference spot

1 Quantitative Finance Asked on 09/18/2020

market making options pricing

FX Carry Trade and how to calculate it

0 Quantitative Finance Asked on 09/12/2020

Difference between Order Expire and Order Done for Day (DFD)

1 Quantitative Finance Asked on 08/21/2020

equities fix order execution

How to download full daily historical data of MSCI AC Asia Index

1 Quantitative Finance Asked on 08/13/2020

equities historical data index

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