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On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)261,682 amin      2017-03-11 16:39
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amin
Problem with R code, with option pricing91,036 quithating 12017-02-20 18:54
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quithating
Correlated Jump diffusion models1784 Tyszui      2017-02-18 09:50
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pj
Modelling Takeover Likelihood5770 HitmanH      2017-02-06 23:45
by
Kitno
Forecasting with open interest21,018 Rashomon      2017-01-31 12:04
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Rashomon
Exponential smoothing and state-space models41,228 aickley      2017-01-17 14:30
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katastrofa
Options vol & pricing - accounting for volume/OI of a contract? (Page: 1, 2)262,360 JTDerp      2016-12-05 19:56
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JTDerp
Time Step Size for Heston Model for Different Option Maturity (in Monte Carlo)-625 nightrider      2016-12-05 00:14
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nightrider
Machine learning for pre announcement index rebal-635 Nonius 12016-12-04 15:38
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Nonius
Uncapped annuity14930 Energetic      2016-11-24 12:44
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sigma
Implied volatility after acquisition10817 goranrf 12016-11-03 11:47
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HitmanH
Missing values of the correlation matrix... (Page: 1, 2)453,449 pj 12016-10-31 00:50
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mtsm
Can risk free interest rate be different for each strike and maturity5869 npips      2016-10-27 17:50
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fomisha
power numeraires141,669 mj 22016-10-12 22:10
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nebukadnezar
Forecasting Methodologies (Page: 1, 2, 3)525,259 il_vitorio 22016-09-19 11:02
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levkly
Breakthrough in the theory of stochastic differential equations and their simulation133,133 amin      2016-09-17 07:37
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amin
MBS201,949 EVT      2016-08-05 16:50
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CFloon
Formula for Optimal Portfolio of 2 Assets when No Shorting Allowed?111,020 cyrix 22016-08-05 06:36
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EspressoLover
Market Making Illiquid Parts of a Futures Curve132,003 EspressoLover      2016-08-05 01:32
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rftx713
Calculation of density of SDEs in real time and applications to calibration, pricing and hedging of derivatives-902 amin      2016-07-05 10:26
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amin
Diebold Mariano test-867 Dantsj      2016-06-12 00:10
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Dantsj
data request132,286 baghead      2016-06-10 07:58
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Rookie_Quant
A Non-Gaussian Option Pricing Model with Skew181,775 Patrik      2016-05-21 04:37
by
HankScorpio
American Option with Discrete Div92,320 cquand 12016-05-09 21:54
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fomisha
Dynamic PCA (Page: 1, 2)446,054 Nonius      2016-04-25 12:01
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akimon
 
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