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Top Questions
7
votes
What are the biggest new advancements in the field of quantitative finance in the last 10 years?
finance
research
books
asked May 10, 2020 at 16:45
quant.stackexchange.com
6
votes
How to return several arrays of doubles as a table in C# SQLCLR function
sql-server
c#
sql-clr
set-returning-functions
asked Oct 9, 2020 at 7:53
dba.stackexchange.com
6
votes
String manipulation in Recursive CTE
sql-server
cte
recursive
asked Feb 26, 2021 at 10:17
dba.stackexchange.com
5
votes
How to interpolate on an implied volatility surface based on forward moneyness?
implied-volatility
volatility-surface
asked Nov 26, 2020 at 8:28
quant.stackexchange.com
5
votes
What stochastic volatility models are industry standard for option pricing and how do they work?
option-pricing
garch
stochastic-volatility
asked Mar 22, 2020 at 15:30
quant.stackexchange.com
Top Answers
5
Why worry about fat tails, if you can use stoploss?
quant.stackexchange.com
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