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MacAuley Duration as a Measure of Liquidity4148 mmport80      3 hours ago
by
chiral3
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2)431,261 amin 53 hours ago
by
amin
pairs trading strategy4655 stock12 22015-03-04 16:32
by
gelfand
adaptive filters and deterministic time trends9911 Nonius      2015-03-02 14:48
by
il_vitorio
Modelling Prepayment and Curtailment (CPR - SMM)3374 il_vitorio      2015-03-02 04:03
by
il_vitorio
Calculation methods for long/short position w rebalancing13744 hunden 42015-03-02 03:41
by
il_vitorio
Monte carlo with fat tails5912 cmyzie28      2015-02-26 18:17
by
gelfand
What is the use for relative normal calculations for the correlation?15434 pj      2015-02-15 16:18
by
pj
correlation matrix in C#131,430 drolles      2015-02-08 13:54
by
Nonius
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals (Page: 1, 2)303,173 amin      2015-01-27 23:46
by
amin
How to price swaptions in this current low-rate-environment?1356 Chorizo      2015-01-27 11:08
by
Alpine
the opposite of hard to borrow: pricing options with price floor 4441 myoptionspre      2015-01-19 21:30
by
FDAXHunter
Why Markov Functional Models (Hunt 2000) are not yet so popular?4619 pnik      2015-01-13 10:50
by
Cheng
rate curves best practices nowadays4717 mtsm      2014-12-29 00:17
by
arkestra
cva question9565 unsmt      2014-12-21 13:20
by
unsmt
Option Pricing with Mean Reverting SDEs using Girsanov Theorem3556 amin      2014-12-18 02:11
by
amin
Going 'Long Option Skew'?3566 TMethod      2014-12-04 00:26
by
sigma
Spread options with a skew12669 Strange      2014-12-02 01:31
by
silverside
Pricing x-ccy swaps1353 Kitno      2014-11-27 14:59
by
Kitno
Markov Switching Multifractal - Maximum Likelihood Estimation244,508 birdboy2      2014-11-18 16:41
by
Plouffy
Hedging under Stochastic Volatility (Page: 1, 2)285,438 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3404 mtsm      2014-11-05 21:47
by
EGH
Tracy Widom1647 mmport80 22014-10-28 16:07
by
goldorak
Vector Correlation Coef1388 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2546 nightrider 12014-10-17 10:50
by
pj
 
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