Forums  > Pricing & Modelling  

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Variance Swap vs Vol Swap (convexity breakeven)5333 Countec      2017-10-21 16:26
by
frolloos
Initial Calibration of Arrival Rate in Market Making Model3460 Kch      2017-10-19 17:45
by
Kch
Agent based models3420 DrGrumpy 12017-10-19 14:29
by
rod
Swap DV01 Change as Tenor Increases1213 financenoob1234      2017-10-12 10:35
by
ronin
Calculate volatility from straddle's price?4480 HockeyPlayer      2017-10-02 03:44
by
NeroTulip
Bermudan swaptions in practice (Page: 1, 2)252,327 BigDaddy      2017-09-19 21:22
by
kikiki
pricing autocallable notes-236 nutsinshell      2017-09-16 16:42
by
nutsinshell
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)2687 Lake      2017-09-16 00:18
by
Kitno
Default probabilities from equity/equity vol10955 Rookie_Quant      2017-09-08 16:57
by
nikol
Worst of put in multi asset stochastic volatility model -293 Arnaud555      2017-08-26 16:11
by
Arnaud555
pricing ultralong bonds-389 JM      2017-08-19 00:23
by
JM
Barrier Option Hedging Help3482 kimisiow83      2017-07-28 14:44
by
ronin
American swaption payoff3482 sanjayc2      2017-07-25 11:01
by
Martinghoul
option on forward cds4479 hhb      2017-07-25 10:49
by
ronin
Get Implied Correlation from Call VS Call price1500 MaxiBestOf      2017-07-07 18:18
by
TonyC
Fund-linked Derivatives2524 QuikLearner      2017-07-05 16:42
by
deeds
Commodity options time to expiry conventions?1515 HockeyPlayer      2017-06-26 22:36
by
HockeyPlayer
Custody costs2698 Kitno      2017-06-24 01:31
by
Kitno
Rough Volatility paper?21,022 HockeyPlayer      2017-06-16 15:17
by
mtsm
nested Monte Carlo4989 mj      2017-06-14 12:41
by
mj
cms curve cap option13960 tzarnicholasiii      2017-06-13 13:33
by
mtsm
really dumb Martingale pricing question6885 tw      2017-06-08 18:45
by
tw
Correlated Jump diffusion models71,406 Tyszui      2017-06-07 13:56
by
deeds
Gas Storage Fair Price | online Calculator-686 finanzmaster      2017-06-05 08:16
by
finanzmaster
MBS and Reuters...2766 DrGrumpy      2017-05-19 09:33
by
DrGrumpy
 
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