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All questions asked by Lorenzo Donati -- Codidact.com

List all solved & unsolved questions asked by Lorenzo Donati -- Codidact.com

Relationship between electrical resistivity and density

3   Physics Asked on 12/19/2020

density  electrical resistance  electricity  material science 

Non-Linear Time-Dependent Volatility

0   Quantitative Finance Asked on 10/27/2021

futures  garch  time series  volatility 

Fama: Efficient Capital Markets: A Review of Theory and Empirical Work - are martingales incorrect?

1   Quantitative Finance Asked on 10/27/2021

market efficiency  martingale  random walk 

How to calibrate models with unbounded parameter space

1   Quantitative Finance Asked on 10/27/2021

calibration  heston  stochastic volatility 

Solution for a SDE for a Bond found in Bugard & Kjaer

2   Quantitative Finance Asked on 10/27/2021

default  jump diffusion  stochastic calculus 

Intuition for Martingale Representation Theorem

2   Quantitative Finance Asked on 10/27/2021

stochastic calculus 

Why Bloomberg USD swap curve (YCSW0023 Index) changes last month?? and why put a Financial commodity future into this curve?

1   Quantitative Finance Asked on 10/27/2021

bloomberg  discounting  swaps 

Options when there's no VolSurf - Emerging/Frontier Markets

1   Quantitative Finance Asked on 10/27/2021

market data  option pricing  volatility surface 

Are heuristic portfolios efficient portfolios?

0   Quantitative Finance Asked on 10/27/2021

asset allocation  modern portfolio theory  portfolio optimization 

Is this how stock trading works?

4   Quantitative Finance Asked on 10/27/2021

algorithmic trading  automated trading  equities  fx  trading 

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