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Spread options with a skew7242 Strange      2014-11-18 19:03
by
silverside
Markov Switching Multifractal - Maximum Likelihood Estimation244,198 birdboy2      2014-11-18 16:41
by
Plouffy
pairs trading strategy1264 stock12 12014-11-17 17:56
by
Patrik
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals172,218 amin      2014-11-12 05:17
by
amin
Hedging under Stochastic Volatility (Page: 1, 2)285,045 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3266 mtsm      2014-11-05 21:47
by
EGH
Modelling Prepayment and Curtailment (CPR - SMM)2233 il_vitorio      2014-11-04 17:00
by
unsmt
Tracy Widom1473 mmport80 22014-10-28 16:07
by
goldorak
Vector Correlation Coef1245 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2408 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4625 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1765 mmport80      2014-09-07 15:54
by
Mat001
Inflation Caps with indexation lag2370 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1535 inside_core 52014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-355 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-347 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4420 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1335 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7684 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-358 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7550 Strange      2014-08-08 15:29
by
goldorak
Need Data for Cap / floor Vol and forward swap curve ?6522 markovgarch      2014-08-05 16:14
by
Martinghoul
Negative correlation between volatility and spread??6545 superconductor      2014-07-30 12:32
by
superconductor
Bond Yield to Maturity with interest payable in advance6661 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1323 wolverine      2014-07-24 11:04
by
HitmanH
 
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