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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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