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Options vol & pricing - accounting for volume/OI of a contract?14618 JTDerp      6 hours ago
by
Rashomon
Hedging under Stochastic Volatility (Page: 1, 2)356,399 JuniorQuantEQD 12015-07-02 19:22
by
amin
Particle filters for stochastic volatilitiy calculation11706 Blackmagic      2015-07-02 19:00
by
amin
TickDataMarket: does anybody knows this data company?2355 TSWP      2015-07-02 12:40
by
rickyvic
Trading models typically used in the fx spot world (intraday- 1 day)-110 rickyvic      2015-07-02 12:34
by
rickyvic
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2, 3, 4)763,010 amin 62015-07-02 11:31
by
amin
up to date reference on curves construction and risk1158 mtsm      2015-07-01 22:42
by
arkestra
Dynamic PCA121,185 Nonius      2015-06-24 23:18
by
Nonius
Deriving the Skew From Reflecting Barrier-367 myoptionspre      2015-06-02 00:28
by
myoptionspre
SABR model for equities6526 pj      2015-05-28 00:36
by
granchio
PCA with shape constraints on loadings6527 mtsm      2015-05-27 23:41
by
mtsm
DTCC Index Roll Reports1422 Rookie_Quant      2015-05-10 06:22
by
gentinex
Modeling market sentiment and pricing options by volume, open interest4428 JTDerp      2015-05-08 13:23
by
gergely
Necessary to Assume Risk Neutrality?3455 mmport80 12015-05-03 11:22
by
gergely
Forecasting with open interest1347 Rashomon      2015-05-02 22:40
by
tbretagn
Spot futures pricing model (with time to maturity and volatility)12534 nuclear55 42015-04-26 21:53
by
unsmt
What is a good Sharpe Ratio Annualized for 2012-2013? How about 18?9604 TSWP 12015-04-18 18:44
by
TSWP
Exact Calculation of Stochastic Time Integrals with an Application Towards High Order Monte Carlo of Non-Linear SDE's1276 amin      2015-04-09 17:43
by
pj
Bermudan swaptions in practice22829 BigDaddy      2015-04-08 13:23
by
pj
How to price swaptions in this current low-rate-environment?2683 Chorizo      2015-04-03 14:22
by
TD
adaptive filters and deterministic time trends101,323 Nonius      2015-03-15 12:18
by
Nonius
How to calibrate stochastic/local vol hybrid model?63,162 vincentjou      2015-03-09 20:43
by
cosmicMAN
MacAuley Duration as a Measure of Liquidity4476 mmport80      2015-03-05 04:13
by
chiral3
pairs trading strategy41,035 stock12 22015-03-04 16:32
by
gelfand
Modelling Prepayment and Curtailment (CPR - SMM)3532 il_vitorio      2015-03-02 04:03
by
il_vitorio
 
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