Forums  > Pricing & Modelling  

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Efficient option pricing in a realistic setting1239 MartinTheGale      2020-05-24 19:37
by
ronin
historical deribit data4401 contango_and_cash      2020-05-21 21:25
by
contango_and_cash
Option Pricing Help2355 paulchen 22020-05-03 08:04
by
paulchen
Bump rate CD-143 dave255      2020-05-01 02:43
by
dave255
Price-adjustment of the Black-Scholes delta and gamma2263 HJA24 12020-04-30 17:05
by
HJA24
Short Term optimization of variable ‘real option’-193 Cr15169      2020-04-20 16:49
by
Cr15169
Derivation of Equations For Analytical Solution of Fokker-Planck Equations3428 amin 12020-04-04 20:00
by
amin
bounded variable and it's historical changes6531 Strange 12020-03-28 09:33
by
nikol
quant consultant?1503 Strange      2020-03-22 16:23
by
nikol
forecasting volume1500 Strange      2020-03-08 04:28
by
willis
mean reversion and ornstein uhlenbeck in trade time73,476 rickyvic      2020-02-18 13:57
by
rickyvic
calibration of LSV or SV models.101,093 NuclearPhysicist      2020-02-18 13:55
by
NuclearPhysicist
Dynamic PCA (Page: 1, 2)468,232 Nonius      2020-02-13 06:24
by
Maggette
Simulation of correlated assets with 3 factors forward curve model1303 s654351      2020-02-06 18:05
by
deeds
Hermite polynomial Representation of the density of Stochastic Differential Equations1288 amin      2020-01-31 18:05
by
amin
Mutually orthogonal approximations?17825 lexx      2020-01-23 22:29
by
lexx
analytical approximation for double no-touch?5448 Strange      2020-01-21 20:21
by
ronin
Calculation of upper stochastic dominance bound of option1286 af87792      2020-01-14 10:14
by
silverside
Finding the selling price of FTR (energy trading)-303 dt2      2020-01-12 03:11
by
dt2
Local Vol problems 8951 Jurassic      2020-01-09 05:24
by
frolloos
How much "grey" data is used by firms?-593 Uranus      2020-01-01 05:52
by
Uranus
Download Matlab Program for Solution to Density of Stochastic Differential Equations using Transition Probabilities on a Fixed Grid.-388 amin      2019-12-16 11:54
by
amin
Should synthetic forward price be used to calculate implied volatility for cash product only??1480 tesla1060      2019-12-15 00:00
by
athletico
Forecasting 1-day volatility in S&P500 Equities-636 PicturePerfect      2019-12-10 15:34
by
PicturePerfect
log-normal model for volswaps201,654 frolloos 12019-11-11 11:51
by
ronin
 
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