Forums  > Pricing & Modelling  

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closed form pdf of time series predictions -207 nikol      2018-11-12 13:16
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nikol
What are the popular methods of the swaption cube interpolation?16543 pj      2018-11-10 00:02
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nikol
Pricing of irregular floating coupons4293 sol2      2018-11-09 17:32
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nikol
swaption realized volatility91,645 mtsm      2018-11-07 19:37
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mtsm
It takes three to smile3612 frolloos 12018-10-20 05:28
by
alexandergir
PCA and continuous futures time series10691 bullero 12018-10-19 13:17
by
deeds
Sampling methods3816 gaj      2018-10-01 00:07
by
Igor
Statistical significance for a subset of a non-normal distribution221,101 Strange      2018-09-24 15:37
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doomanx
MSCI Broad Index Data3451 TSWP      2018-09-12 06:18
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agentq
smart processing for noisy option chain snapshots?201,487 Strange 12018-09-05 14:21
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Strange
Modeling random orders in full market depth order book3628 Serg      2018-09-03 12:03
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nikol
Maintaining production ML Models6901 Nezoo      2018-08-09 14:11
by
skAnkh
And now for some fun with implied densities… (or, the coming Tesla crash?)-513 c10 22018-08-01 20:55
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c10
SVI and wings6638 hilss      2018-07-13 21:40
by
fomisha
Pitfalls of Nelson-Siegel Yield Curve Modeling3637 finanzmaster 12018-07-11 20:50
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finanzmaster
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)276,238 amin 22018-07-02 14:28
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amin
Mean reverting process that is also martingale4591 gaj      2018-07-01 16:28
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katastrofa
Dynamic subordination index tranches5773 day1pnl      2018-06-20 18:21
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day1pnl
The Most Interesting Volsurface in the World-767 c10 12018-06-15 00:50
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c10
bounds on equity variance swaptions4731 jsl1      2018-06-14 21:05
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zhaozhi0505
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)953,525 Nudnik Shpilkes 12018-06-02 20:59
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katastrofa
Machine learning pipeline for trading191,722 gaj      2018-06-01 14:46
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katastrofa
Variance Swap vs Vol Swap (convexity breakeven)142,088 Countec      2018-05-27 10:28
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frolloos
correcting implied volatility?10835 Strange      2018-05-21 09:50
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TakeItAndRun
Hedging under Stochastic Volatility (Page: 1, 2)399,926 JuniorQuantEQD 22018-05-10 17:52
by
sigma
 
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