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On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals.6405 amin      10 hours ago
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amin
Options vol & pricing - accounting for volume/OI of a contract? (Page: 1, 2)261,817 JTDerp      2016-12-05 19:56
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JTDerp
Time Step Size for Heston Model for Different Option Maturity (in Monte Carlo)-280 nightrider      2016-12-05 00:14
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nightrider
Machine learning for pre announcement index rebal-209 Nonius 12016-12-04 15:38
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Nonius
Uncapped annuity14714 Energetic      2016-11-24 12:44
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sigma
Modelling Takeover Likelihood-261 HitmanH      2016-11-14 20:59
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HitmanH
Implied volatility after acquisition10575 goranrf 12016-11-03 11:47
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HitmanH
Missing values of the correlation matrix... (Page: 1, 2)453,105 pj 12016-10-31 00:50
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mtsm
Can risk free interest rate be different for each strike and maturity5679 npips      2016-10-27 17:50
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fomisha
Exponential smoothing and state-space models2682 aickley      2016-10-25 23:45
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tbrown122387
power numeraires141,487 mj 22016-10-12 22:10
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nebukadnezar
Forecasting Methodologies (Page: 1, 2, 3)524,444 il_vitorio 22016-09-19 11:02
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levkly
Breakthrough in the theory of stochastic differential equations and their simulation132,832 amin      2016-09-17 07:37
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amin
MBS201,745 EVT      2016-08-05 16:50
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CFloon
Formula for Optimal Portfolio of 2 Assets when No Shorting Allowed?11863 cyrix 22016-08-05 06:36
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EspressoLover
Market Making Illiquid Parts of a Futures Curve131,735 EspressoLover      2016-08-05 01:32
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rftx713
Calculation of density of SDEs in real time and applications to calibration, pricing and hedging of derivatives-711 amin      2016-07-05 10:26
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amin
Diebold Mariano test-711 Dantsj      2016-06-12 00:10
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Dantsj
data request132,156 baghead      2016-06-10 07:58
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Rookie_Quant
A Non-Gaussian Option Pricing Model with Skew181,563 Patrik      2016-05-21 04:37
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HankScorpio
American Option with Discrete Div92,079 cquand 12016-05-09 21:54
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fomisha
Dynamic PCA (Page: 1, 2)445,612 Nonius      2016-04-25 12:01
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akimon
Estimating correlation of predictor6738 Nonius      2016-04-24 16:27
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Nonius
theoretical sharpe151,025 Nonius 12016-04-23 23:14
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Nonius
sde calibration 25979 svisstack      2016-02-26 01:15
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svisstack
 
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