Forums  > Pricing & Modelling  

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Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations196 amin      2015-01-29 09:32
by
amin
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals (Page: 1, 2)303,021 amin      2015-01-27 23:46
by
amin
How to price swaptions in this current low-rate-environment?1240 Chorizo      2015-01-27 11:08
by
Alpine
the opposite of hard to borrow: pricing options with price floor 4359 myoptionspre      2015-01-19 21:30
by
FDAXHunter
Why Markov Functional Models (Hunt 2000) are not yet so popular?4483 pnik      2015-01-13 10:50
by
Cheng
rate curves best practices nowadays4595 mtsm      2014-12-29 00:17
by
arkestra
cva question9484 unsmt      2014-12-21 13:20
by
unsmt
Option Pricing with Mean Reverting SDEs using Girsanov Theorem3477 amin      2014-12-18 02:11
by
amin
Going 'Long Option Skew'?3449 TMethod      2014-12-04 00:26
by
sigma
Calculation methods for long/short position w rebalancing12641 hunden 42014-12-03 10:25
by
pj
Spread options with a skew12609 Strange      2014-12-02 01:31
by
silverside
Pricing x-ccy swaps1294 Kitno      2014-11-27 14:59
by
Kitno
Markov Switching Multifractal - Maximum Likelihood Estimation244,436 birdboy2      2014-11-18 16:41
by
Plouffy
pairs trading strategy1464 stock12 12014-11-17 17:56
by
Patrik
Hedging under Stochastic Volatility (Page: 1, 2)285,321 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3361 mtsm      2014-11-05 21:47
by
EGH
Modelling Prepayment and Curtailment (CPR - SMM)2299 il_vitorio      2014-11-04 17:00
by
unsmt
Tracy Widom1587 mmport80 22014-10-28 16:07
by
goldorak
Vector Correlation Coef1345 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2503 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4765 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1866 mmport80      2014-09-07 15:54
by
Mat001
Inflation Caps with indexation lag2439 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1637 inside_core 62014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-418 svisstack      2014-08-17 21:23
by
svisstack
 
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