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Top Questions
15 votes

How to sample from a copula?

probability-distributions monte-carlo asked Jan 5, 2017 at 21:06
math.stackexchange.com

11 votes

The product of two lognormal random variables

distributions normal-distribution lognormal asked May 15, 2016 at 17:17
stats.stackexchange.com

11 votes

Shape and geometry of the yield curve

interest-rates yield-curve reference-request asked Jan 29, 2017 at 10:52
quant.stackexchange.com

8 votes

Correlation between stochastic processes

stochastic-processes stochastic-calculus brownian-motion asked Jun 14, 2016 at 11:34
math.stackexchange.com

7 votes

Option on a dice game

option-pricing asked Sep 2, 2014 at 10:41
quant.stackexchange.com

6 votes

Why is the Vega positive?

options greeks asked Oct 26, 2016 at 14:15
quant.stackexchange.com

6 votes

Conditional expectation of independent variables

probability-theory probability-distributions conditional-expectation asked Jun 28, 2016 at 11:22
math.stackexchange.com

6 votes

Probability that a Wiener process is negative at 2 given that it was positive at 1

normal-distribution brownian-motion asked Apr 15, 2016 at 17:30
math.stackexchange.com

5 votes

Expectation and best strategy for a dice game

probability dice asked Sep 2, 2014 at 10:28
math.stackexchange.com

5 votes

CVA formula for a call option

options option-pricing cva counterparty-risk asked Jan 21, 2017 at 9:42
quant.stackexchange.com


Top Answers
14
Elementary example of Grothendieck's style of proof?
math.stackexchange.com


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