Forums  > Pricing & Modelling  

 Thread  Replies  Views  Originator  Rating  Last Post 
Spread options with a skew7307 Strange      2014-11-18 19:03
by
silverside
Markov Switching Multifractal - Maximum Likelihood Estimation244,225 birdboy2      2014-11-18 16:41
by
Plouffy
pairs trading strategy1294 stock12 12014-11-17 17:56
by
Patrik
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals172,226 amin      2014-11-12 05:17
by
amin
Hedging under Stochastic Volatility (Page: 1, 2)285,073 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3278 mtsm      2014-11-05 21:47
by
EGH
Modelling Prepayment and Curtailment (CPR - SMM)2240 il_vitorio      2014-11-04 17:00
by
unsmt
Tracy Widom1488 mmport80 22014-10-28 16:07
by
goldorak
Vector Correlation Coef1254 misc2014      2014-10-20 21:20
by
silverside
CDS Spread and Par Bond Yield Spread2419 nightrider 12014-10-17 10:50
by
pj
Monte carlo with fat tails4638 cmyzie28      2014-10-16 16:29
by
Arlequin
Modelling Stop Losses1772 mmport80      2014-09-07 15:54
by
Mat001
Inflation Caps with indexation lag2376 aschon 12014-08-20 12:48
by
aschon
statistical predictions of QQQ daily movements1549 inside_core 52014-08-18 19:27
by
goldorak
Mid-Point calculation with execution probability-357 svisstack      2014-08-17 21:23
by
svisstack
Asset true price determination, quoted on 2 exchanges-352 svisstack      2014-08-17 17:49
by
svisstack
Equity Swap Valuation 4429 Paul1988 12014-08-16 14:23
by
Steve Castle
Option Spreads between Index and Components1343 leniw      2014-08-16 05:31
by
granchio
adaptive filters and deterministic time trends7694 Nonius      2014-08-15 22:52
by
jslade
adverse-selection size estimation model-361 svisstack      2014-08-14 00:37
by
svisstack
Survivorship-bias free stock data set/source7556 Strange      2014-08-08 15:29
by
goldorak
Need Data for Cap / floor Vol and forward swap curve ?6529 markovgarch      2014-08-05 16:14
by
Martinghoul
Negative correlation between volatility and spread??6550 superconductor      2014-07-30 12:32
by
superconductor
Bond Yield to Maturity with interest payable in advance6665 naked 22014-07-25 16:28
by
Steve Castle
Initial margin on Eurex Index and equity options1329 wolverine      2014-07-24 11:04
by
HitmanH
 
Page 1 of 49Goto to page: 1, 2, 3 ... 48, 49 Next
 
Display threads for:
Mark all threads as read