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Trading models typically used in the fx spot world (intraday- 1 day)7684 rickyvic      2015-07-31 19:17
by
rickyvic
adaptive filters and deterministic time trends111,451 Nonius      2015-07-30 08:11
by
tbrown122387
Pricing vanilla options with cash dividends — again!1209 c10 22015-07-29 12:58
by
TakeItAndRun
ATM Delta Divergence4275 TMethod      2015-07-28 00:12
by
Patrik
Hedging under Stochastic Volatility (Page: 1, 2)376,869 JuniorQuantEQD 22015-07-24 13:02
by
amin
Options vol & pricing - accounting for volume/OI of a contract?23989 JTDerp      2015-07-07 17:25
by
JTDerp
Particle filters for stochastic volatilitiy calculation11804 Blackmagic      2015-07-02 19:00
by
amin
TickDataMarket: does anybody knows this data company?2442 TSWP      2015-07-02 12:40
by
rickyvic
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2, 3, 4)763,159 amin 62015-07-02 11:31
by
amin
up to date reference on curves construction and risk1262 mtsm      2015-07-01 22:42
by
arkestra
Dynamic PCA121,299 Nonius      2015-06-24 23:18
by
Nonius
Deriving the Skew From Reflecting Barrier-412 myoptionspre      2015-06-02 00:28
by
myoptionspre
SABR model for equities6600 pj      2015-05-28 00:36
by
granchio
PCA with shape constraints on loadings6597 mtsm      2015-05-27 23:41
by
mtsm
DTCC Index Roll Reports1470 Rookie_Quant      2015-05-10 06:22
by
gentinex
Modeling market sentiment and pricing options by volume, open interest4481 JTDerp      2015-05-08 13:23
by
gergely
Necessary to Assume Risk Neutrality?3500 mmport80 12015-05-03 11:22
by
gergely
Forecasting with open interest1389 Rashomon      2015-05-02 22:40
by
tbretagn
Spot futures pricing model (with time to maturity and volatility)12588 nuclear55 42015-04-26 21:53
by
unsmt
What is a good Sharpe Ratio Annualized for 2012-2013? How about 18?9746 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's1320 amin      2015-04-09 17:43
by
pj
Bermudan swaptions in practice22887 BigDaddy      2015-04-08 13:23
by
pj
How to price swaptions in this current low-rate-environment?2738 Chorizo      2015-04-03 14:22
by
TD
How to calibrate stochastic/local vol hybrid model?63,214 vincentjou      2015-03-09 20:43
by
cosmicMAN
MacAuley Duration as a Measure of Liquidity4519 mmport80      2015-03-05 04:13
by
chiral3
 
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