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Exponential smoothing and state-space models1337 aickley      2016-09-19 14:38
by
ronin
Forecasting Methodologies (Page: 1, 2, 3)523,785 il_vitorio 12016-09-19 11:02
by
levkly
Breakthrough in the theory of stochastic differential equations and their simulation132,567 amin      2016-09-17 07:37
by
amin
MBS201,582 EVT      2016-08-05 16:50
by
CFloon
Formula for Optimal Portfolio of 2 Assets when No Shorting Allowed?11703 cyrix 22016-08-05 06:36
by
EspressoLover
Market Making Illiquid Parts of a Futures Curve131,546 EspressoLover      2016-08-05 01:32
by
rftx713
Calculation of density of SDEs in real time and applications to calibration, pricing and hedging of derivatives-590 amin      2016-07-05 10:26
by
amin
Diebold Mariano test-606 Dantsj      2016-06-12 00:10
by
Dantsj
data request132,058 baghead      2016-06-10 07:58
by
Rookie_Quant
Can risk free interest rate be different for each strike and maturity4499 npips      2016-06-04 23:56
by
topdrudge
A Non-Gaussian Option Pricing Model with Skew181,402 Patrik      2016-05-21 04:37
by
HankScorpio
American Option with Discrete Div91,936 cquand      2016-05-09 21:54
by
fomisha
Dynamic PCA (Page: 1, 2)445,272 Nonius      2016-04-25 12:01
by
akimon
Estimating correlation of predictor6643 Nonius      2016-04-24 16:27
by
Nonius
theoretical sharpe15943 Nonius 12016-04-23 23:14
by
Nonius
power numeraires131,252 mj 22016-04-06 05:57
by
Lorenzo
sde calibration 25902 svisstack      2016-02-26 01:15
by
svisstack
Help! Minimum Portfolio Variance!-586 hugh      2016-02-24 12:13
by
hugh
Constructing a minute-by-minute volatility curve232,017 HockeyPlayer      2016-02-16 19:28
by
EspressoLover
Intraday Volatility Modeling51,073 robert_c 12016-02-05 08:37
by
aickley
Exact no-arbitrage conditions for the SSVI / S3 vol curve-514 c10 22016-02-03 17:45
by
c10
std calc and optimization-508 blh5280      2016-02-02 16:03
by
blh5280
binary options with skew10938 filthy      2016-01-27 10:06
by
gergely
CVA-704 mj 12016-01-19 00:25
by
mj
Structuring Query2834 Relaxo      2016-01-18 09:54
by
Relaxo
 
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