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Modelling Stop Losses1414 mmport80      2014-09-07 15:54
by
Mat001
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals101,668 amin      2014-08-26 17:25
by
amin
Inflation Caps with indexation lag2274 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1378 inside_core 52014-08-18 19:27
by
goldorak
Monte carlo with fat tails2271 cmyzie28      2014-08-18 19:00
by
Lapin
Mid-Point calculation with execution probability-254 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-281 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4325 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1243 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7573 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-290 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7465 Strange      2014-08-08 15:29
by
goldorak
Need Data for Cap / floor Vol and forward swap curve ?6448 markovgarch      2014-08-05 16:14
by
Martinghoul
Negative correlation between volatility and spread??6471 superconductor      2014-07-30 12:32
by
superconductor
Bond Yield to Maturity with interest payable in advance6602 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1251 wolverine      2014-07-24 11:04
by
HitmanH
SVI calibration6860 vqwerty      2014-07-23 22:07
by
AVt
C# lib for Sabr / Sabr-Lmm calibration ?3409 markovgarch      2014-07-21 18:13
by
silverside
Calculations on Loan used for stocks investment1456 freminor6251      2014-07-21 17:25
by
JWC
SABR with beta > 111767 vqwerty      2014-06-27 20:14
by
vqwerty
kalman and windup-402 Nonius      2014-06-24 09:25
by
Nonius
Help on master thesis around SABR-LMM1372 markovgarch      2014-06-23 00:05
by
markovgarch
pricing options with 4th root time variance -362 myoptionspre 42014-06-20 15:55
by
myoptionspre
Hedging under Stochastic Volatility (Page: 1, 2)274,722 JuniorQuantEQD      2014-06-14 20:39
by
sigma
Options Market Making: how do MMs change their vol surface?122,251 dansmo 12014-06-13 17:31
by
ChampionXu
 
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