QuantCode - FAQ - Quantitative Finance

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FAQ > Quantitative Finance

Category	Q&A	Last Q&A published
Quantitative Finance Submit Q&A for any topics in Quant Finance	16	What is the difference between static SABR and dynamic SABR models?

Question	Hits
What is the difference between static SABR and dynamic SABR models?	908
What is the difference between implied volatility and local volatility?	1105
What is the major difference between Vasicek model and Extended Vasicek model?	947
How do we remove non-stationarity of a time series?	1035
What is meant by Actual/360 or Actual/365 convention?	1761
What is the meaning of a process having more than one unit root?	802
Why do we ignore the case of rho coefficient more than 1 in unit root analysis of financial time series?	732
When would an Augmented Dickey Fuller test be needed instead of Dickey fuller test?	1266
Can a brownian motion be differentiated?	1282
What is a p-value?	1289
What is T-forward measure?	1015
How do I price an Interest rate swap (IRS)?	1537
How do I price a Bermudan swaption in Libor market model using Longstaff and Schwartz method?	1722
What is Asymptotic Analysis?	709
Which is better for estimating upper bound for American Option price - Regression or Dual estimates?	782
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	879