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MBS151,032 EVT      2016-05-25 17:32
by
Martinghoul
A Non-Gaussian Option Pricing Model with Skew181,062 Patrik      2016-05-21 04:37
by
HankScorpio
data request101,798 baghead      2016-05-20 16:37
by
Tradenator
American Option with Discrete Div91,674 cquand      2016-05-09 21:54
by
fomisha
Breakthrough in the theory of stochastic differential equations and their simulation91,773 amin      2016-05-02 19:31
by
amin
Market Making Illiquid Parts of a Futures Curve121,053 EspressoLover      2016-04-25 19:13
by
bramj
Dynamic PCA (Page: 1, 2)444,726 Nonius      2016-04-25 12:01
by
akimon
Estimating correlation of predictor6448 Nonius      2016-04-24 16:27
by
Nonius
theoretical sharpe15759 Nonius 12016-04-23 23:14
by
Nonius
power numeraires131,086 mj 22016-04-06 05:57
by
Lorenzo
sde calibration 25761 svisstack      2016-02-26 01:15
by
svisstack
Help! Minimum Portfolio Variance!-429 hugh      2016-02-24 12:13
by
hugh
Constructing a minute-by-minute volatility curve231,744 HockeyPlayer      2016-02-16 19:28
by
EspressoLover
Intraday Volatility Modeling5851 robert_c 12016-02-05 08:37
by
aickley
Exact no-arbitrage conditions for the SSVI / S3 vol curve-370 c10 22016-02-03 17:45
by
c10
std calc and optimization-355 blh5280      2016-02-02 16:03
by
blh5280
binary options with skew10769 filthy      2016-01-27 10:06
by
gergely
CVA-530 mj 12016-01-19 00:25
by
mj
Structuring Query2691 Relaxo      2016-01-18 09:54
by
Relaxo
Looking for someone with experience in trading systems to join our machine learning crypto currency start up 131,106 DavidSC 52015-12-29 21:05
by
Phantom309
S&P 500 historical sales5468 Cheng      2015-12-29 18:40
by
Tradenator
Monotonicity of Implied Volatility vs Volatility of Volatility-557 nightrider      2015-12-17 23:48
by
nightrider
sde calibration-484 svisstack      2015-12-13 16:15
by
svisstack
HF replication paper by Harry Kat -152,395 bridgemaster 12015-11-19 06:17
by
zee4
AdaBoost in allocation/parameter fitting141,954 GJKD 12015-11-15 22:03
by
Rashomon
 
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