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Breakthrough in the theory of stochastic differential equations and their simulation81,036 amin      6 hours ago
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amin
Market Making Illiquid Parts of a Futures Curve12937 EspressoLover      2016-04-25 19:13
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bramj
Dynamic PCA (Page: 1, 2)444,574 Nonius      2016-04-25 12:01
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akimon
Estimating correlation of predictor6375 Nonius      2016-04-24 16:27
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Nonius
theoretical sharpe15696 Nonius 12016-04-23 23:14
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Nonius
power numeraires131,031 mj 22016-04-06 05:57
by
Lorenzo
sde calibration 25724 svisstack      2016-02-26 01:15
by
svisstack
Help! Minimum Portfolio Variance!-379 hugh      2016-02-24 12:13
by
hugh
Constructing a minute-by-minute volatility curve231,665 HockeyPlayer      2016-02-16 19:28
by
EspressoLover
Intraday Volatility Modeling5783 robert_c 12016-02-05 08:37
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aickley
Exact no-arbitrage conditions for the SSVI / S3 vol curve-321 c10 12016-02-03 17:45
by
c10
std calc and optimization-316 blh5280      2016-02-02 16:03
by
blh5280
binary options with skew10725 filthy      2016-01-27 10:06
by
gergely
CVA-474 mj 12016-01-19 00:25
by
mj
Structuring Query2661 Relaxo      2016-01-18 09:54
by
Relaxo
Looking for someone with experience in trading systems to join our machine learning crypto currency start up 131,044 DavidSC 52015-12-29 21:05
by
Phantom309
S&P 500 historical sales5428 Cheng      2015-12-29 18:40
by
Tradenator
Monotonicity of Implied Volatility vs Volatility of Volatility-517 nightrider      2015-12-17 23:48
by
nightrider
sde calibration-450 svisstack      2015-12-13 16:15
by
svisstack
HF replication paper by Harry Kat -152,355 bridgemaster 12015-11-19 06:17
by
zee4
AdaBoost in allocation/parameter fitting141,910 GJKD 12015-11-15 22:03
by
Rashomon
Boring stuff: model doc version management7808 rogueman      2015-10-24 11:20
by
AB12358
Option on monthly average price future5670 Baltazar      2015-10-18 01:26
by
granchio
American Option with Discrete Div81,493 cquand      2015-10-13 23:29
by
hilss
LCH NOK swap valuation1534 kris      2015-10-13 11:58
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SW89
 
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