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Necessary to Assume Risk Neutrality?-16 mmport80      52 min ago
by
mmport80
Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations (Page: 1, 2, 3)712,295 amin 63 hours ago
by
myoptionspre
Bermudan swaptions in practice-85 BigDaddy      2015-03-31 05:38
by
BigDaddy
adaptive filters and deterministic time trends101,131 Nonius      2015-03-15 12:18
by
Nonius
How to calibrate stochastic/local vol hybrid model?62,972 vincentjou      2015-03-09 20:43
by
cosmicMAN
MacAuley Duration as a Measure of Liquidity4324 mmport80      2015-03-05 04:13
by
chiral3
pairs trading strategy4811 stock12 22015-03-04 16:32
by
gelfand
Modelling Prepayment and Curtailment (CPR - SMM)3412 il_vitorio      2015-03-02 04:03
by
il_vitorio
Calculation methods for long/short position w rebalancing13789 hunden 52015-03-02 03:41
by
il_vitorio
Monte carlo with fat tails5970 cmyzie28      2015-02-26 18:17
by
gelfand
What is the use for relative normal calculations for the correlation?15466 pj      2015-02-15 16:18
by
pj
correlation matrix in C#131,495 drolles      2015-02-08 13:54
by
Nonius
Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals (Page: 1, 2)303,249 amin      2015-01-27 23:46
by
amin
How to price swaptions in this current low-rate-environment?1398 Chorizo      2015-01-27 11:08
by
Alpine
the opposite of hard to borrow: pricing options with price floor 4463 myoptionspre      2015-01-19 21:30
by
FDAXHunter
Why Markov Functional Models (Hunt 2000) are not yet so popular?4682 pnik      2015-01-13 10:50
by
Cheng
rate curves best practices nowadays4759 mtsm      2014-12-29 00:17
by
arkestra
cva question9616 unsmt      2014-12-21 13:20
by
unsmt
Option Pricing with Mean Reverting SDEs using Girsanov Theorem3593 amin      2014-12-18 02:11
by
amin
Going 'Long Option Skew'?3620 TMethod      2014-12-04 00:26
by
sigma
Spread options with a skew12695 Strange      2014-12-02 01:31
by
silverside
Pricing x-ccy swaps1390 Kitno      2014-11-27 14:59
by
Kitno
Markov Switching Multifractal - Maximum Likelihood Estimation244,571 birdboy2      2014-11-18 16:41
by
Plouffy
Hedging under Stochastic Volatility (Page: 1, 2)285,521 JuniorQuantEQD      2014-11-07 09:47
by
sigma
swaption realized volatility3441 mtsm      2014-11-05 21:47
by
EGH
 
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