Forums  > Pricing & Modelling  

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Statistical significance for a subset of a non-normal distribution22852 Strange      2018-09-24 15:37
by
doomanx
MSCI Broad Index Data3323 TSWP      2018-09-12 06:18
by
agentq
smart processing for noisy option chain snapshots?201,355 Strange 12018-09-05 14:21
by
Strange
Modeling random orders in full market depth order book3509 Serg      2018-09-03 12:03
by
nikol
Maintaining production ML Models6754 Nezoo      2018-08-09 14:11
by
skAnkh
And now for some fun with implied densities… (or, the coming Tesla crash?)-394 c10 22018-08-01 20:55
by
c10
Sampling methods2468 gaj      2018-07-14 22:32
by
johnstons
SVI and wings6520 hilss      2018-07-13 21:40
by
fomisha
Pitfalls of Nelson-Siegel Yield Curve Modeling3516 finanzmaster 12018-07-11 20:50
by
finanzmaster
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)275,872 amin 22018-07-02 14:28
by
amin
Mean reverting process that is also martingale4478 gaj      2018-07-01 16:28
by
katastrofa
Dynamic subordination index tranches5680 day1pnl      2018-06-20 18:21
by
day1pnl
The Most Interesting Volsurface in the World-619 c10 12018-06-15 00:50
by
c10
bounds on equity variance swaptions4646 jsl1      2018-06-14 21:05
by
zhaozhi0505
swaption realized volatility61,297 mtsm      2018-06-06 19:25
by
Jurassic
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)953,031 Nudnik Shpilkes 12018-06-02 20:59
by
katastrofa
Machine learning pipeline for trading191,548 gaj      2018-06-01 14:46
by
katastrofa
Variance Swap vs Vol Swap (convexity breakeven)141,926 Countec      2018-05-27 10:28
by
frolloos
correcting implied volatility?10730 Strange      2018-05-21 09:50
by
TakeItAndRun
Hedging under Stochastic Volatility (Page: 1, 2)399,645 JuniorQuantEQD 22018-05-10 17:52
by
sigma
P&L of a delta hedged Straddle (Page: 1, 2)346,519 aschon      2018-05-07 12:40
by
Jurassic
Agent based models71,677 DrGrumpy 12018-05-03 23:23
by
katastrofa
What types of modeling techniques do you use?-700 Nezoo      2018-05-02 02:58
by
Nezoo
Asian option with cash or physical delivery6587 london      2018-05-01 16:51
by
london
Swaption Delta & Gamma calculation using 1 factor HJM Model2487 xmiss      2018-04-27 19:07
by
day1pnl
 
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