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Quantitative Finance : Recent Questions and Answers (Page 17)

Find answers to your questions about Quantitative Finance or help others by answering their Quantitative Finance questions.

Difference between Order Expire and Order Done for Day (DFD)

Whats the difference between Order Expire and Order Done for Day (DFD) ?In general and from FIX protocol point of view....

Asked on 08/21/2020 by abnv

1 answer

How to download full daily historical data of MSCI AC Asia Index

I'm trying to download the daily historical data of the MSCI AC Asia Index. I've been testing different combinations of the following url: https://www.msci.com/eqb/esg/performance/110.0.all.html using the Asia...

Asked on 08/13/2020 by monicam

1 answer

Implied Volatility from Heston Model

When one construct surface for Implied volatilities using Heston model from different Strike prices and Maturities, we get a surface where long dated volatilities are smaller than the short dated...

Asked on 08/03/2020

1 answer

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