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CVA, long tenor interest rate swap1218 deeds      2016-02-03 15:35
by
baghead
mtm correlation swap4275 ts1068      2016-01-19 22:08
by
ts1068
In a Black Scholes world w/continuous hedging is every option just a viariance contract?1323 Lakshya 12016-01-19 03:42
by
mj
How are the credit correlated with other risk factors in real life?6397 pj      2016-01-18 17:41
by
pj
How much data does a strategy needs to back test against to be considered usable?13561 hugh      2016-01-16 03:01
by
waveman
Starting Off2385 robbedpython      2016-01-09 07:32
by
robbedpython
On positive carry in equities91,378 frstwrldprblm      2015-12-21 16:31
by
contango_and_cash
Credit models with a spread modelled as short term interest model10482 pj      2015-12-12 23:01
by
unsmt
Asset allocation - how it actually works?2592 zee4      2015-11-26 19:51
by
rickyvic
Finite differences2457 ynahum      2015-11-26 00:28
by
Rashomon
SPX LEAPS put-call parity5532 Malaclypse      2015-11-05 10:21
by
tbretagn
Estimating Position in the Order Book21,382 abrakaa      2015-11-01 19:04
by
Lebowski
Who plays central bank announcements?31,056 Rashomon      2015-10-19 00:00
by
Rashomon
Statistics for physical commodity trading1582 PhysicalTrader66      2015-10-12 11:25
by
rickyvic
Mean Variance Portfolio Optimization 6737 rohanc81      2015-10-06 14:13
by
goldorak
Standardising Sharpe Ratios71,002 mmport80      2015-09-18 19:38
by
Rashomon
bond equivalent market value BEV6749 polysena 12015-09-15 20:08
by
polysena
Delta greater than 11550 Lakshya      2015-09-08 17:19
by
TakeItAndRun
cheap database. any alternatives?181,750 Todd84 22015-08-29 03:25
by
jslade
Difference between OAS and CDS spread3550 Strandinator      2015-08-27 17:11
by
Strandinator
Theta and cost of carry4840 Lakshya      2015-08-03 09:08
by
Baltazar
Clifford Algebras for dummies (Page: 1, 2)352,063 Finn Mac Cool      2015-08-03 08:22
by
Rashomon
Implying ON and TN tenor CCS rates using FX Fwds for CNH1540 spiff      2015-08-01 11:08
by
rickyvic
volatility pricing131,125 unsmt 22015-07-14 17:37
by
unsmt
How to make a market on futures calendar spread11,089 wbcpeter3000      2015-07-10 20:32
by
HockeyPlayer
 
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