Forums  > Pricing & Modelling  

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Bond Yield to Maturity with interest payable in advance5402 naked 2Today @ 00:39
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naked
Initial margin on Eurex Index and equity options1145 wolverine      2014-07-24 11:04
by
HitmanH
SVI calibration6680 vqwerty      2014-07-23 22:07
by
AVt
Equity Swap Valuation 2132 Paul1988      2014-07-23 17:57
by
Paul1988
C# lib for Sabr / Sabr-Lmm calibration ?3285 markovgarch      2014-07-21 18:13
by
silverside
Calculations on Loan used for stocks investment1392 freminor6251      2014-07-21 17:25
by
JWC
SABR with beta > 111671 vqwerty      2014-06-27 20:14
by
vqwerty
kalman and windup-309 Nonius      2014-06-24 09:25
by
Nonius
Help on master thesis around SABR-LMM1316 markovgarch      2014-06-23 00:05
by
markovgarch
pricing options with 4th root time variance -291 myoptionspre 42014-06-20 15:55
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myoptionspre
Hedging under Stochastic Volatility (Page: 1, 2)274,482 JuniorQuantEQD      2014-06-14 20:39
by
sigma
Options Market Making: how do MMs change their vol surface?122,123 dansmo 12014-06-13 17:31
by
ChampionXu
Local stochastic volatility models: calibration and pricing1306 FinancialAlex 12014-06-12 14:20
by
pj
How one prices deals collaterized with different currencies?191,031 pj      2014-06-05 11:57
by
nikol
Pricing an option with only underlying's market data4594 cmyzie28      2014-06-05 09:18
by
sigma
r2 of garch(1,1)6532 svisstack      2014-05-21 12:07
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svisstack
Modeling options OI & volume distribution-185 JTDerp      2014-05-18 19:47
by
JTDerp
Bond pricing / risk management5492 Olya 12014-05-16 21:52
by
Martinghoul
Option Market Making Vs Equity Market Making82,511 simpletrader      2014-05-12 05:08
by
supertom
ARMA/GARCH simulation in R-269 Lapin      2014-05-08 22:57
by
Lapin
The Point of American Options?12897 mmport80      2014-05-07 06:20
by
mmport80
Peter Jaeckel: "By Implication" (Page: 1, 2)308,465 AVt 52014-05-05 19:36
by
AVt
Capital Allocation for Portfolio of Multi-Strategy and Multi-Instrument-299 ndc24075      2014-05-04 12:43
by
ndc24075
Excel Formula for Arbitrage Bounds 5406 Adam789 12014-05-02 12:59
by
leftic
Dumbing Down with Forwards-354 mmport80      2014-05-01 03:48
by
mmport80
 
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