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Kou jump model-48 iasmath      3 hours ago
by
iasmath
Asian option with cash or physical delivery4274 london      6 hours ago
by
london
Long Term Warrant Valuation-110 gill      2018-04-19 17:11
by
gill
Agent based models61,199 DrGrumpy 12018-04-11 15:02
by
afekz
Breakthrough in the theory of stochastic differential equations and their simulation214,738 amin 22018-03-23 19:52
by
amin
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)41,159 Lake      2018-03-21 22:31
by
pj
Local vol in terms of delta -390 DXX      2018-03-14 16:46
by
DXX
Corridor Variance Swap Pricing4879 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.1480 amin      2018-02-25 20:55
by
amin
Gamma Profile Jumps-462 hilss      2018-02-02 16:35
by
hilss
Variance Swap vs Vol Swap (convexity breakeven)91,346 Countec      2018-01-30 08:45
by
frolloos
Relationship between rho and delta of an option-456 as2201      2018-01-27 14:09
by
as2201
Calculate volatility from straddle's price?91,778 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)303,932 amin 12017-12-09 11:19
by
amin
Worst of put in multi asset stochastic volatility model 1780 Arnaud555      2017-11-17 15:19
by
granchio
pricing autocallable notes1677 nutsinshell      2017-11-17 15:10
by
granchio
AEGON-DB longevity experience option-551 day1pnl      2017-11-16 22:09
by
day1pnl
Initial Calibration of Arrival Rate in Market Making Model3876 Kch      2017-10-19 17:45
by
Kch
Swap DV01 Change as Tenor Increases1604 financenoob1234      2017-10-12 10:35
by
ronin
Bermudan swaptions in practice (Page: 1, 2)253,401 BigDaddy      2017-09-19 21:22
by
kikiki
Default probabilities from equity/equity vol101,339 Rookie_Quant      2017-09-08 16:57
by
nikol
pricing ultralong bonds-707 JM      2017-08-19 00:23
by
JM
Barrier Option Hedging Help3821 kimisiow83      2017-07-28 14:44
by
ronin
American swaption payoff3786 sanjayc2      2017-07-25 11:01
by
Martinghoul
option on forward cds4807 hhb      2017-07-25 10:49
by
ronin
 
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