Forums  > Pricing & Modelling  

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Commodity options time to expiry conventions?1260 HockeyPlayer      2017-06-26 22:36
by
HockeyPlayer
Custody costs2497 Kitno      2017-06-24 01:31
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Kitno
Rough Volatility paper?2686 HockeyPlayer      2017-06-16 15:17
by
mtsm
nested Monte Carlo4735 mj      2017-06-14 12:41
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mj
cms curve cap option13772 tzarnicholasiii      2017-06-13 13:33
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mtsm
really dumb Martingale pricing question6688 tw      2017-06-08 18:45
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tw
Correlated Jump diffusion models71,229 Tyszui      2017-06-07 13:56
by
deeds
Gas Storage Fair Price | online Calculator-515 finanzmaster      2017-06-05 08:16
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finanzmaster
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)-405 Lake      2017-05-25 20:16
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Lake
MBS and Reuters...2626 DrGrumpy      2017-05-19 09:33
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DrGrumpy
Uncapped annuity151,217 Energetic      2017-05-15 14:27
by
Hydraskull
Machine learning for pre announcement index rebal61,570 Nonius 12017-05-02 22:36
by
katastrofa
dr = sigma * dW1687 Goodcall      2017-04-28 04:09
by
Toto
Pricing cross currency Fx options3606 hhb      2017-04-26 16:09
by
ronin
Asian options on WTI Crude Oil71,103 hilss 12017-04-07 23:27
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hilss
simulation of correlated random variables (Page: 1, 2)333,683 filthy 22017-04-03 14:35
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nikol
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)262,196 amin      2017-03-11 16:39
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amin
Problem with R code, with option pricing91,282 quithating 12017-02-20 18:54
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quithating
Modelling Takeover Likelihood5984 HitmanH      2017-02-06 23:45
by
Kitno
Forecasting with open interest21,255 Rashomon      2017-01-31 12:04
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Rashomon
Exponential smoothing and state-space models41,455 aickley      2017-01-17 14:30
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katastrofa
Options vol & pricing - accounting for volume/OI of a contract? (Page: 1, 2)262,794 JTDerp      2016-12-05 19:56
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JTDerp
Time Step Size for Heston Model for Different Option Maturity (in Monte Carlo)-795 nightrider      2016-12-05 00:14
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nightrider
Implied volatility after acquisition101,028 goranrf 12016-11-03 11:47
by
HitmanH
Missing values of the correlation matrix... (Page: 1, 2)453,883 pj 12016-10-31 00:50
by
mtsm
 
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