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Calculation of Transition Probabilities of SDEs only From the Knowledge of Marginal Probabilities using the CDF-Equivalent Brownian Motion Method.-194 amin      2018-02-07 21:35
by
amin
Gamma Profile Jumps-251 hilss      2018-02-02 16:35
by
hilss
Variance Swap vs Vol Swap (convexity breakeven)91,038 Countec      2018-01-30 08:45
by
frolloos
Relationship between rho and delta of an option-278 as2201      2018-01-27 14:09
by
as2201
Corridor Variance Swap Pricing3581 hhb      2017-12-27 11:06
by
pj
Calculate volatility from straddle's price?91,552 HockeyPlayer      2017-12-19 19:15
by
granchio
Agent based models5846 DrGrumpy 12017-12-17 19:20
by
katastrofa
Breakthrough in the theory of stochastic differential equations and their simulation143,911 amin 22017-12-10 10:52
by
amin
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)303,450 amin 12017-12-09 11:19
by
amin
Worst of put in multi asset stochastic volatility model 1621 Arnaud555      2017-11-17 15:19
by
granchio
pricing autocallable notes1523 nutsinshell      2017-11-17 15:10
by
granchio
AEGON-DB longevity experience option-389 day1pnl      2017-11-16 22:09
by
day1pnl
Initial Calibration of Arrival Rate in Market Making Model3683 Kch      2017-10-19 17:45
by
Kch
Swap DV01 Change as Tenor Increases1450 financenoob1234      2017-10-12 10:35
by
ronin
Bermudan swaptions in practice (Page: 1, 2)252,909 BigDaddy      2017-09-19 21:22
by
kikiki
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)2887 Lake      2017-09-16 00:18
by
Kitno
Default probabilities from equity/equity vol101,188 Rookie_Quant      2017-09-08 16:57
by
nikol
pricing ultralong bonds-565 JM      2017-08-19 00:23
by
JM
Barrier Option Hedging Help3688 kimisiow83      2017-07-28 14:44
by
ronin
American swaption payoff3650 sanjayc2      2017-07-25 11:01
by
Martinghoul
option on forward cds4667 hhb      2017-07-25 10:49
by
ronin
Get Implied Correlation from Call VS Call price1660 MaxiBestOf      2017-07-07 18:18
by
TonyC
Fund-linked Derivatives2688 QuikLearner      2017-07-05 16:42
by
deeds
Commodity options time to expiry conventions?1666 HockeyPlayer      2017-06-26 22:36
by
HockeyPlayer
Custody costs2846 Kitno      2017-06-24 01:31
by
Kitno
 
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