FAQ

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FAQ

Welcome to the FAQ In this area of our site, you will find the answers to the frequently asked questions, as well as answers to How do I and Did you know questions. Please feel free to post a comment on any Q&A.

Category	Q&A	Last Q&A published
Software What softwares or toolboxes are useful, and their dependencies	4
Website Questions about using this website	1
Quantitative Finance Submit Q&A for any topics in Quant Finance	14

Question	Hits
What is the major difference between Vasicek model and Extended Vasicek model?	114
How do I get started with TNT matrix library in Visual C++ 2005 express?	245
How do we remove non-stationarity of a time series?	288
Which project should I open in Quantlib folder when using Visual C++ 2005 Express - QuantLib_vc7.sln or QuantLib_vc8.sln?	258
What is meant by Actual/360 or Actual/365 convention?	479
What is the meaning of a process having more than one unit root?	389
Why do we ignore the case of rho coefficient more than 1 in unit root analysis of financial time series?	265
When would an Augmented Dickey Fuller test be needed instead of Dickey fuller test?	349
Can a brownian motion be differentiated?	434
What is a p-value?	347
What is T-forward measure?	290
I have 2 files in same directory, but still get error "unable to open connection" when I run the dependent file	169
I have download an R file into a folder. How do I edit this R file?	171
I have download an R file into a folder. How do I run this R file?	191
How do I price an Interest rate swap (IRS)?	394
How do I price a Bermudan swaption in Libor market model using Longstaff and Schwartz method?	591
What is Asymptotic Analysis?	245
Which is better for estimating upper bound for American Option price - Regression or Dual estimates?	267
How do I use GSL on Visual C++ 2005 express?	1556
When I simulate LMM and gather realized forward rates eg., F5(5) in a vector , the volatility of the forward rates vector for F5 is not equal to input forward rate volatility of F5	376
question about the matlab integrate about the 'copula-var'	464
"Timeout: gnuplot is not ready" warning: broken pipe -- some output may be lost Above error is obtained when I try to issue a plot command in Octave	640
How do I get started with Quantlib on Visual C++ 2005 Express?	2565
pressing save button in dev c++ for bermudanswaption example project in Quantlib/dev c++/windows will cause hangup on the IDE. also projects take long time to open.is there a workaround?	534
Changing .hpp files for experimenting in Quantlib/Dev C++/ Windows sometimes does not work.Is there a workaround?	411
How do I start using GSL on Windows XP?	4351
How can I get start with Quantlib in DEV C++ / Windows XP?	2309
How do I get started to financial programming in R on Windows XP	852
How do I perform Complex integration in Octave?	599
I know Matlab. What is the easiest way to start using GnuPlot without waiting for the learning curve ?	569
How do I call GnuPlot from C++ in Windows XP?	3558
How do I submit a link to my software?	487
How can I use LAPACK on Windows XP?	1948
I have a windows XP box with no C++ software .How do I start using the program "Calibration of transition probability matrix using levmar" from ground up?	845


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