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Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals111,918 amin      2014-10-29 13:29
by
amin
Modelling Prepayment and Curtailment (CPR - SMM)-112 il_vitorio      2014-10-28 19:44
by
il_vitorio
Tracy Widom1385 mmport80 22014-10-28 16:07
by
goldorak
Markov Switching Multifractal - Maximum Likelihood Estimation213,969 birdboy2      2014-10-28 09:32
by
sicignano
swaption realized volatility-111 mtsm      2014-10-27 21:16
by
mtsm
Vector Correlation Coef1217 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2371 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4588 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1721 mmport80      2014-09-07 15:54
by
Mat001
Inflation Caps with indexation lag2340 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1496 inside_core 52014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-325 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-329 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4398 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1311 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7655 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-338 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7526 Strange      2014-08-08 15:29
by
goldorak
Need Data for Cap / floor Vol and forward swap curve ?6500 markovgarch      2014-08-05 16:14
by
Martinghoul
Negative correlation between volatility and spread??6524 superconductor      2014-07-30 12:32
by
superconductor
Bond Yield to Maturity with interest payable in advance6644 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1295 wolverine      2014-07-24 11:04
by
HitmanH
SVI calibration6968 vqwerty      2014-07-23 22:07
by
AVt
C# lib for Sabr / Sabr-Lmm calibration ?3485 markovgarch      2014-07-21 18:13
by
silverside
Calculations on Loan used for stocks investment1497 freminor6251      2014-07-21 17:25
by
JWC
 
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