Forums  > Pricing & Modelling  

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cheyette-210 rambhava4      2019-01-19 04:11
by
rambhava4
empirical pdf on btc options4310 nikol      2019-01-13 18:36
by
nikol
Relative Value using Regression vs ARIMA7773 Mistro 12018-12-10 22:21
by
nikol
CDX.NA.IG data share1405 Vince757      2018-11-29 10:08
by
Cheng
closed form pdf of time series predictions 6735 nikol      2018-11-28 21:14
by
jr
PCA and continuous futures time series111,056 bullero 12018-11-26 22:30
by
Zer0Fit3
What are the popular methods of the swaption cube interpolation?16728 pj      2018-11-10 00:02
by
nikol
Pricing of irregular floating coupons4453 sol2      2018-11-09 17:32
by
nikol
swaption realized volatility91,834 mtsm      2018-11-07 19:37
by
mtsm
It takes three to smile3841 frolloos 12018-10-20 05:28
by
alexandergir
Sampling methods3982 gaj      2018-10-01 00:07
by
Igor
Statistical significance for a subset of a non-normal distribution221,289 Strange      2018-09-24 15:37
by
doomanx
MSCI Broad Index Data3592 TSWP      2018-09-12 06:18
by
agentq
smart processing for noisy option chain snapshots?201,611 Strange 12018-09-05 14:21
by
Strange
Modeling random orders in full market depth order book3806 Serg      2018-09-03 12:03
by
nikol
Maintaining production ML Models61,068 Nezoo      2018-08-09 14:11
by
skAnkh
And now for some fun with implied densities… (or, the coming Tesla crash?)-659 c10 22018-08-01 20:55
by
c10
SVI and wings6770 hilss      2018-07-13 21:40
by
fomisha
Pitfalls of Nelson-Siegel Yield Curve Modeling3766 finanzmaster 12018-07-11 20:50
by
finanzmaster
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)276,657 amin 22018-07-02 14:28
by
amin
Mean reverting process that is also martingale4738 gaj      2018-07-01 16:28
by
katastrofa
Dynamic subordination index tranches5897 day1pnl      2018-06-20 18:21
by
day1pnl
The Most Interesting Volsurface in the World-946 c10 12018-06-15 00:50
by
c10
bounds on equity variance swaptions4818 jsl1      2018-06-14 21:05
by
zhaozhi0505
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)954,043 Nudnik Shpilkes 12018-06-02 20:59
by
katastrofa
 
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