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Should synthetic forward price be used to calculate implied volatility for cash product only??1198 tesla1060      2019-12-15 00:00
by
athletico
Forecasting 1-day volatility in S&P500 Equities-153 PicturePerfect      2019-12-10 15:34
by
PicturePerfect
calibration of LSV or SV models.9684 NuclearPhysicist      2019-11-20 21:27
by
ronin
log-normal model for volswaps201,362 frolloos 12019-11-11 11:51
by
ronin
Semi-Analytic Solution to Fokker Planck Partial Differential Equations.2521 amin      2019-11-04 22:51
by
Tradenator
machine learning and uncertain volatility model?191,179 Strange 12019-11-04 02:12
by
willis
rStudio (Swedish)-309 FiSH101 12019-10-25 12:03
by
FiSH101
Ito-Hermite Method for simulation of SDEs: A Formal Explanation1510 amin      2019-09-23 16:19
by
amin
Aaron Brown's baseball analogy for CRR option trees4529 TonyC      2019-09-16 05:08
by
Maggette
Variance of a spread4762 s654351      2019-09-10 17:31
by
granchio
Vola Dynamics2500 mr_incredible 12019-09-10 08:18
by
frolloos
Deal Contingent Derivatives51,196 gammaphreak01      2019-09-02 08:09
by
ronin
Very short term SABR issues1381 Jurassic      2019-08-31 17:12
by
bullero
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.3945 amin      2019-08-27 07:54
by
amin
Two needles in a haystack10972 bullero      2019-08-22 12:32
by
bullero
Yield approximates effective coupon rate at 100 full price1675 alexli      2019-08-05 14:49
by
tzarnicholasiii
Agglomerative Clustering2979 secsy      2019-07-12 21:04
by
ctd
IV Data1611 TSWP      2019-07-08 04:37
by
Strange
Swaption pricing- without markit consensus sources-475 Zahlen2k 12019-06-29 22:43
by
Zahlen2k
Hedging A Cross Exchange Volatility Trade7740 Mistro      2019-06-27 23:17
by
Mistro
Local vol pricer for american options172,436 Baltazar 12019-06-03 16:06
by
quallenjaeger
A New Approach for Modelling and Pricing Correlation Swaps1716 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)302,536 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,694 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2900 TSWP      2019-04-13 17:57
by
TSWP
 
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