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SABR model for equities6314 pj      2015-05-28 00:36
by
granchio
PCA with shape constraints on loadings6430 mtsm      2015-05-27 23:41
by
mtsm
Hedging under Stochastic Volatility (Page: 1, 2)346,127 JuniorQuantEQD      2015-05-26 18:04
by
unsmt
Dynamic PCA8859 Nonius      2015-05-17 10:51
by
Nonius
DTCC Index Roll Reports1366 Rookie_Quant      2015-05-10 06:22
by
gentinex
Modeling market sentiment and pricing options by volume, open interest4339 JTDerp      2015-05-08 13:23
by
gergely
Necessary to Assume Risk Neutrality?3373 mmport80 12015-05-03 11:22
by
gergely
Forecasting with open interest1285 Rashomon      2015-05-02 22:40
by
tbretagn
Spot futures pricing model (with time to maturity and volatility)12434 nuclear55 42015-04-26 21:53
by
unsmt
TickDataMarket: does anybody knows this data company?1236 TSWP      2015-04-26 15:54
by
dgn2
What is a good Sharpe Ratio Annualized for 2012-2013? How about 18?9488 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's1229 amin      2015-04-09 17:43
by
pj
Bermudan swaptions in practice22723 BigDaddy      2015-04-08 13:23
by
pj
How to price swaptions in this current low-rate-environment?2610 Chorizo      2015-04-03 14:22
by
TD
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2, 3, 4)752,804 amin 62015-04-02 12:45
by
amin
adaptive filters and deterministic time trends101,247 Nonius      2015-03-15 12:18
by
Nonius
How to calibrate stochastic/local vol hybrid model?63,087 vincentjou      2015-03-09 20:43
by
cosmicMAN
MacAuley Duration as a Measure of Liquidity4425 mmport80      2015-03-05 04:13
by
chiral3
pairs trading strategy4949 stock12 22015-03-04 16:32
by
gelfand
Modelling Prepayment and Curtailment (CPR - SMM)3483 il_vitorio      2015-03-02 04:03
by
il_vitorio
Calculation methods for long/short position w rebalancing13868 hunden 52015-03-02 03:41
by
il_vitorio
Monte carlo with fat tails51,069 cmyzie28      2015-02-26 18:17
by
gelfand
What is the use for relative normal calculations for the correlation?15522 pj      2015-02-15 16:18
by
pj
correlation matrix in C#131,604 drolles      2015-02-08 13:54
by
Nonius
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals (Page: 1, 2)303,437 amin      2015-01-27 23:46
by
amin
 
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