Forums  > Pricing & Modelling  

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option pricing with crank nicholson6468 filthy      3 hours ago
by
chiral3
How one prices deals collaterized with different currencies?2120 pj      2014-04-23 17:56
by
pj
Managing hedging orders for an options book22909 Strange      2014-04-21 17:44
by
radikal
The Point of American Options?8361 mmport80      2014-04-17 17:57
by
ebal
Option pricing under more realistic/conservative conditions10924 myoptionspre 22014-04-08 22:52
by
Praetorian
Question about hedging5464 Sigmund      2014-04-06 22:54
by
athletico
Forecasting based on transaction log-444 svisstack      2014-03-17 02:09
by
svisstack
Backward / Forward Date Generation4384 mmport80      2014-03-13 03:16
by
mmport80
Time weighted regression61,375 Graeme      2014-03-08 18:10
by
Nonius
semi-static vs dynamic hedging2379 silverside      2014-03-06 00:52
by
chiral3
"alternative" option hedging methods (Page: 1, 2)343,457 filthy      2014-02-25 13:09
by
deeds
margins and cash management-323 nikol      2014-02-07 15:37
by
nikol
Options on futures-435 vqwerty 22014-02-05 21:45
by
vqwerty
Interpolating missing implied vols in intraday data-292 ashish 12014-02-05 16:14
by
ashish
Hedging under Stochastic Volatility173,433 JuniorQuantEQD      2014-01-30 09:16
by
sigma
Corrado Su fitting model parameters1453 Sigmund      2013-12-29 21:18
by
Adam789
Corporate equity derivatives pricing/hedging/modelling101,013 gill      2013-12-20 21:23
by
nikol
Backtesting stat arb with short positions141,096 superconductor      2013-12-09 17:51
by
superconductor
swaps notional1548 Melvin86      2013-11-30 13:01
by
Melvin86
Markov Switching Multifractal - Maximum Likelihood Estimation203,596 birdboy2      2013-11-27 00:26
by
vitaf
Stochastic Calculus of Standard Deviations: An Introduction1863 amin 32013-11-20 14:44
by
amin
Intraday volume modeling2678 ThomasJ02      2013-11-19 22:31
by
lehalle
best of option in bond futures7811 nikol      2013-11-18 16:14
by
nikol
Testing convergence of a Monte Carlo when paths are not exposed3427 ron      2013-11-13 09:39
by
pj
Daily vs weekly returns for performance measurement and attribution9566 katastrofa      2013-11-12 19:17
by
sfca
 
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