Forums  > Pricing & Modelling  

 Thread  Replies  Views  Originator  Rating  Last Post 
Negative correlation between volatility and spread??6263 superconductor      2014-07-30 12:32
by
superconductor
Need Data for Cap / floor Vol and forward swap curve ?4195 markovgarch      2014-07-30 10:58
by
markovgarch
Bond Yield to Maturity with interest payable in advance6520 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1178 wolverine      2014-07-24 11:04
by
HitmanH
SVI calibration6694 vqwerty      2014-07-23 22:07
by
AVt
Equity Swap Valuation 2152 Paul1988      2014-07-23 17:57
by
Paul1988
C# lib for Sabr / Sabr-Lmm calibration ?3303 markovgarch      2014-07-21 18:13
by
silverside
Calculations on Loan used for stocks investment1400 freminor6251      2014-07-21 17:25
by
JWC
SABR with beta > 111686 vqwerty      2014-06-27 20:14
by
vqwerty
kalman and windup-318 Nonius      2014-06-24 09:25
by
Nonius
Help on master thesis around SABR-LMM1318 markovgarch      2014-06-23 00:05
by
markovgarch
pricing options with 4th root time variance -298 myoptionspre 42014-06-20 15:55
by
myoptionspre
Hedging under Stochastic Volatility (Page: 1, 2)274,524 JuniorQuantEQD      2014-06-14 20:39
by
sigma
Options Market Making: how do MMs change their vol surface?122,139 dansmo 12014-06-13 17:31
by
ChampionXu
Local stochastic volatility models: calibration and pricing1314 FinancialAlex 12014-06-12 14:20
by
pj
How one prices deals collaterized with different currencies?191,040 pj      2014-06-05 11:57
by
nikol
Pricing an option with only underlying's market data4608 cmyzie28      2014-06-05 09:18
by
sigma
r2 of garch(1,1)6538 svisstack      2014-05-21 12:07
by
svisstack
Modeling options OI & volume distribution-187 JTDerp      2014-05-18 19:47
by
JTDerp
Bond pricing / risk management5495 Olya 12014-05-16 21:52
by
Martinghoul
Option Market Making Vs Equity Market Making82,524 simpletrader      2014-05-12 05:08
by
supertom
ARMA/GARCH simulation in R-273 Lapin      2014-05-08 22:57
by
Lapin
The Point of American Options?12903 mmport80      2014-05-07 06:20
by
mmport80
Peter Jaeckel: "By Implication" (Page: 1, 2)308,479 AVt 52014-05-05 19:36
by
AVt
Capital Allocation for Portfolio of Multi-Strategy and Multi-Instrument-306 ndc24075      2014-05-04 12:43
by
ndc24075
 
Page 1 of 49Goto to page: 1, 2, 3 ... 48, 49 Next
 
Display threads for:
Mark all threads as read