Forums  > Pricing & Modelling  

 Thread  Replies  Views  Originator  Rating  Last Post 
Option Pricing with Mean Reverting SDEs using Girsanov Theorem3283 amin      1 hour ago
by
amin
Going 'Long Option Skew'?3309 TMethod      2014-12-04 00:26
by
sigma
Calculation methods for long/short position w rebalancing12539 hunden 42014-12-03 10:25
by
pj
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals182,329 amin      2014-12-02 09:06
by
amin
Spread options with a skew12525 Strange      2014-12-02 01:31
by
silverside
Pricing x-ccy swaps1207 Kitno      2014-11-27 14:59
by
Kitno
Markov Switching Multifractal - Maximum Likelihood Estimation244,321 birdboy2      2014-11-18 16:41
by
Plouffy
pairs trading strategy1368 stock12 12014-11-17 17:56
by
Patrik
Hedging under Stochastic Volatility (Page: 1, 2)285,162 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3303 mtsm      2014-11-05 21:47
by
EGH
Modelling Prepayment and Curtailment (CPR - SMM)2262 il_vitorio      2014-11-04 17:00
by
unsmt
Tracy Widom1519 mmport80 22014-10-28 16:07
by
goldorak
Vector Correlation Coef1277 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2448 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4676 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1802 mmport80      2014-09-07 15:54
by
Mat001
Inflation Caps with indexation lag2401 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1585 inside_core 62014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-380 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-377 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4459 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1371 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7717 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-380 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7577 Strange      2014-08-08 15:29
by
goldorak
 
Page 1 of 49Goto to page: 1, 2, 3 ... 48, 49 Next
 
Display threads for:
Mark all threads as read