Forums  > Pricing & Modelling  

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Aaron Brown's baseball analogy for CRR option trees4247 TonyC      2019-09-16 05:08
by
Maggette
Variance of a spread4490 s654351      2019-09-10 17:31
by
granchio
Vola Dynamics2263 mr_incredible 12019-09-10 08:18
by
frolloos
Ito-Hermite Method for simulation of SDEs: A Formal Explanation-183 amin      2019-09-02 09:26
by
amin
Deal Contingent Derivatives51,016 gammaphreak01      2019-09-02 08:09
by
ronin
Very short term SABR issues1209 Jurassic      2019-08-31 17:12
by
bullero
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.3713 amin      2019-08-27 07:54
by
amin
Two needles in a haystack10766 bullero      2019-08-22 12:32
by
bullero
Yield approximates effective coupon rate at 100 full price1558 alexli      2019-08-05 14:49
by
tzarnicholasiii
Agglomerative Clustering2831 secsy      2019-07-12 21:04
by
ctd
IV Data1461 TSWP      2019-07-08 04:37
by
Strange
Swaption pricing- without markit consensus sources-319 Zahlen2k 12019-06-29 22:43
by
Zahlen2k
Hedging A Cross Exchange Volatility Trade7574 Mistro      2019-06-27 23:17
by
Mistro
Local vol pricer for american options172,263 Baltazar 12019-06-03 16:06
by
quallenjaeger
A New Approach for Modelling and Pricing Correlation Swaps1573 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)302,137 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,513 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2740 TSWP      2019-04-13 17:57
by
TSWP
Relative Value using Regression vs ARIMA81,725 Mistro 12019-04-01 18:11
by
rickyvic
stupidity and parametric forms6718 Strange      2019-03-24 10:51
by
nikol
Setting limits given probability distribution2580 secsy      2019-03-21 16:04
by
secsy
cheyette21,116 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series152,092 bullero 12019-03-06 12:58
by
rickyvic
covariance matrix of unequally spaced returns?151,412 Strange      2019-03-05 18:13
by
rickyvic
Pricing seasoned volatility swaps-744 frolloos 22019-02-08 08:35
by
frolloos
 
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