Forums  > Pricing & Modelling  

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Dynamic subordination index tranches5524 day1pnl      2018-06-20 18:21
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day1pnl
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)265,205 amin 22018-06-18 21:49
by
amin
The Most Interesting Volsurface in the World-337 c10 12018-06-15 00:50
by
c10
bounds on equity variance swaptions4532 jsl1      2018-06-14 21:05
by
zhaozhi0505
swaption realized volatility61,118 mtsm      2018-06-06 19:25
by
Jurassic
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)952,454 Nudnik Shpilkes 12018-06-02 20:59
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katastrofa
Machine learning pipeline for trading191,222 gaj      2018-06-01 14:46
by
katastrofa
Variance Swap vs Vol Swap (convexity breakeven)141,684 Countec      2018-05-27 10:28
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frolloos
correcting implied volatility?10553 Strange      2018-05-21 09:50
by
TakeItAndRun
Hedging under Stochastic Volatility (Page: 1, 2)399,308 JuniorQuantEQD 22018-05-10 17:52
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sigma
P&L of a delta hedged Straddle (Page: 1, 2)346,187 aschon      2018-05-07 12:40
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Jurassic
Agent based models71,481 DrGrumpy 12018-05-03 23:23
by
katastrofa
What types of modeling techniques do you use?-424 Nezoo      2018-05-02 02:58
by
Nezoo
Asian option with cash or physical delivery6474 london      2018-05-01 16:51
by
london
Swaption Delta & Gamma calculation using 1 factor HJM Model2361 xmiss      2018-04-27 19:07
by
day1pnl
Kou jump model2363 iasmath      2018-04-21 20:15
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iasmath
Long Term Warrant Valuation-247 gill      2018-04-19 17:11
by
gill
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)41,274 Lake      2018-03-21 22:31
by
pj
Local vol in terms of delta -496 DXX      2018-03-14 16:46
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DXX
Corridor Variance Swap Pricing4993 hhb      2018-02-28 15:49
by
Alpine
Calculation of Transition Probabilities of SDEs only From the Knowledge of Marginal Probabilities using the CDF-Equivalent Brownian Motion Method.1586 amin      2018-02-25 20:55
by
amin
Gamma Profile Jumps-558 hilss      2018-02-02 16:35
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hilss
Relationship between rho and delta of an option-551 as2201      2018-01-27 14:09
by
as2201
Calculate volatility from straddle's price?91,892 HockeyPlayer      2017-12-19 19:15
by
granchio
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)304,239 amin 12017-12-09 11:19
by
amin
 
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