Forums  > Pricing & Modelling  

 Thread  Replies  Views  Originator  Rating  Last Post 
Agglomerative Clustering-279 secsy      2019-05-16 06:31
by
secsy
A New Approach for Modelling and Pricing Correlation Swaps1305 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)301,550 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,245 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2489 TSWP      2019-04-13 17:57
by
TSWP
Relative Value using Regression vs ARIMA81,399 Mistro 12019-04-01 18:11
by
rickyvic
stupidity and parametric forms6480 Strange      2019-03-24 10:51
by
nikol
Setting limits given probability distribution2374 secsy      2019-03-21 16:04
by
secsy
cheyette2893 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series151,763 bullero 12019-03-06 12:58
by
rickyvic
covariance matrix of unequally spaced returns?151,164 Strange      2019-03-05 18:13
by
rickyvic
Yield approximates effective coupon rate at 100 full price-227 alexli      2019-03-05 16:07
by
alexli
Pricing seasoned volatility swaps-560 frolloos 22019-02-08 08:35
by
frolloos
empirical pdf on btc options4900 nikol      2019-01-13 18:36
by
nikol
CDX.NA.IG data share1626 Vince757      2018-11-29 10:08
by
Cheng
closed form pdf of time series predictions 61,014 nikol      2018-11-28 21:14
by
jr
What are the popular methods of the swaption cube interpolation?16981 pj      2018-11-10 00:02
by
nikol
Pricing of irregular floating coupons4668 sol2      2018-11-09 17:32
by
nikol
swaption realized volatility92,157 mtsm      2018-11-07 19:37
by
mtsm
It takes three to smile31,142 frolloos 12018-10-20 05:28
by
alexandergir
Sampling methods31,228 gaj      2018-10-01 00:07
by
Igor
Statistical significance for a subset of a non-normal distribution221,580 Strange      2018-09-24 15:37
by
doomanx
MSCI Broad Index Data3783 TSWP      2018-09-12 06:18
by
agentq
smart processing for noisy option chain snapshots?201,843 Strange 12018-09-05 14:21
by
Strange
Modeling random orders in full market depth order book31,043 Serg      2018-09-03 12:03
by
nikol
 
Page 1 of 55Goto to page: 1, 2, 3 ... 54, 55 Next
 
Display threads for:
Mark all threads as read