Forums  > Pricing & Modelling  

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Calculation of density of SDEs in real time and applications to calibration, pricing and hedging of derivatives-329 amin      2016-07-05 10:26
by
amin
Forecasting Methodologies (Page: 1, 2, 3)502,620 il_vitorio 12016-06-16 14:22
by
deeds
Diebold Mariano test-489 Dantsj      2016-06-12 00:10
by
Dantsj
MBS191,319 EVT      2016-06-11 20:32
by
Rookie_Quant
data request131,969 baghead      2016-06-10 07:58
by
Rookie_Quant
Can risk free interest rate be different for each strike and maturity4388 npips      2016-06-04 23:56
by
topdrudge
Breakthrough in the theory of stochastic differential equations and their simulation102,137 amin      2016-06-02 14:03
by
amin
A Non-Gaussian Option Pricing Model with Skew181,251 Patrik      2016-05-21 04:37
by
HankScorpio
American Option with Discrete Div91,815 cquand      2016-05-09 21:54
by
fomisha
Market Making Illiquid Parts of a Futures Curve121,203 EspressoLover      2016-04-25 19:13
by
bramj
Dynamic PCA (Page: 1, 2)444,986 Nonius      2016-04-25 12:01
by
akimon
Estimating correlation of predictor6539 Nonius      2016-04-24 16:27
by
Nonius
theoretical sharpe15858 Nonius 12016-04-23 23:14
by
Nonius
power numeraires131,167 mj 22016-04-06 05:57
by
Lorenzo
sde calibration 25829 svisstack      2016-02-26 01:15
by
svisstack
Help! Minimum Portfolio Variance!-496 hugh      2016-02-24 12:13
by
hugh
Constructing a minute-by-minute volatility curve231,857 HockeyPlayer      2016-02-16 19:28
by
EspressoLover
Intraday Volatility Modeling5962 robert_c 12016-02-05 08:37
by
aickley
Exact no-arbitrage conditions for the SSVI / S3 vol curve-438 c10 22016-02-03 17:45
by
c10
std calc and optimization-423 blh5280      2016-02-02 16:03
by
blh5280
binary options with skew10832 filthy      2016-01-27 10:06
by
gergely
CVA-613 mj 12016-01-19 00:25
by
mj
Structuring Query2756 Relaxo      2016-01-18 09:54
by
Relaxo
Looking for someone with experience in trading systems to join our machine learning crypto currency start up 131,228 DavidSC 52015-12-29 21:05
by
Phantom309
S&P 500 historical sales5534 Cheng      2015-12-29 18:40
by
Tradenator
 
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