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Tracy Widom-180 mmport80 22014-10-23 16:14
by
mmport80
Vector Correlation Coef1187 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2350 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4565 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1703 mmport80      2014-09-07 15:54
by
Mat001
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals101,837 amin      2014-08-26 17:25
by
amin
Inflation Caps with indexation lag2331 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1479 inside_core 52014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-317 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-322 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4389 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1297 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7640 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-332 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7518 Strange      2014-08-08 15:29
by
goldorak
Need Data for Cap / floor Vol and forward swap curve ?6489 markovgarch      2014-08-05 16:14
by
Martinghoul
Negative correlation between volatility and spread??6517 superconductor      2014-07-30 12:32
by
superconductor
Bond Yield to Maturity with interest payable in advance6637 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1288 wolverine      2014-07-24 11:04
by
HitmanH
SVI calibration6950 vqwerty      2014-07-23 22:07
by
AVt
C# lib for Sabr / Sabr-Lmm calibration ?3470 markovgarch      2014-07-21 18:13
by
silverside
Calculations on Loan used for stocks investment1492 freminor6251      2014-07-21 17:25
by
JWC
SABR with beta > 111816 vqwerty      2014-06-27 20:14
by
vqwerty
kalman and windup-446 Nonius      2014-06-24 09:25
by
Nonius
Help on master thesis around SABR-LMM1407 markovgarch      2014-06-23 00:05
by
markovgarch
 
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