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Hedging under Stochastic Volatility (Page: 1, 2)295,572 JuniorQuantEQD      4 hours ago
by
radikal
Dynamic PCA2274 Nonius      4 hours ago
by
radikal
What is a good Sharpe Ratio Annualized for 2012-2013? How about 18?6257 TSWP 110 hours ago
by
TakeItAndRun
Exact Calculation of Stochastic Time Integrals with an Application Towards High Order Monte Carlo of Non-Linear SDE's1172 amin      2015-04-09 17:43
by
pj
Bermudan swaptions in practice22608 BigDaddy      2015-04-08 13:23
by
pj
How to price swaptions in this current low-rate-environment?2533 Chorizo      2015-04-03 14:22
by
TD
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2, 3, 4)752,603 amin 62015-04-02 12:45
by
amin
Necessary to Assume Risk Neutrality?2175 mmport80      2015-04-01 08:57
by
mmport80
adaptive filters and deterministic time trends101,176 Nonius      2015-03-15 12:18
by
Nonius
How to calibrate stochastic/local vol hybrid model?63,018 vincentjou      2015-03-09 20:43
by
cosmicMAN
MacAuley Duration as a Measure of Liquidity4355 mmport80      2015-03-05 04:13
by
chiral3
pairs trading strategy4859 stock12 22015-03-04 16:32
by
gelfand
Modelling Prepayment and Curtailment (CPR - SMM)3437 il_vitorio      2015-03-02 04:03
by
il_vitorio
Calculation methods for long/short position w rebalancing13818 hunden 52015-03-02 03:41
by
il_vitorio
Monte carlo with fat tails5999 cmyzie28      2015-02-26 18:17
by
gelfand
What is the use for relative normal calculations for the correlation?15483 pj      2015-02-15 16:18
by
pj
correlation matrix in C#131,529 drolles      2015-02-08 13:54
by
Nonius
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals (Page: 1, 2)303,299 amin      2015-01-27 23:46
by
amin
the opposite of hard to borrow: pricing options with price floor 4482 myoptionspre      2015-01-19 21:30
by
FDAXHunter
Why Markov Functional Models (Hunt 2000) are not yet so popular?4725 pnik      2015-01-13 10:50
by
Cheng
rate curves best practices nowadays4788 mtsm      2014-12-29 00:17
by
arkestra
cva question9650 unsmt      2014-12-21 13:20
by
unsmt
Option Pricing with Mean Reverting SDEs using Girsanov Theorem3615 amin      2014-12-18 02:11
by
amin
Going 'Long Option Skew'?3650 TMethod      2014-12-04 00:26
by
sigma
Spread options with a skew12716 Strange      2014-12-02 01:31
by
silverside
 
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