Forums  > Pricing & Modelling  

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vol correlations5366 nikol      2020-07-01 15:15
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nikol
Grayscale premium?8478 deeds      2020-06-28 13:21
by
nikol
Futures covariance estimation issues-175 cricketLover192      2020-06-26 01:38
by
cricketLover192
mean reversion and ornstein uhlenbeck in trade time184,081 rickyvic      2020-06-25 17:42
by
gaj
Where to find inspiration for signal ideas7595 TheNikster 12020-06-25 16:21
by
EspressoLover
a Bachelier model vs shifted Black model14497 pj 12020-06-17 20:28
by
ronin
Multi horizon forecasting 1307 cricketLover192      2020-06-07 20:43
by
rickyvic
historical deribit data6550 contango_and_cash      2020-05-31 19:40
by
nikol
Efficient option pricing in a realistic setting1354 MartinTheGale      2020-05-24 19:37
by
ronin
Option Pricing Help2426 paulchen 22020-05-03 08:04
by
paulchen
Bump rate CD-185 dave255      2020-05-01 02:43
by
dave255
Price-adjustment of the Black-Scholes delta and gamma2322 HJA24 12020-04-30 17:05
by
HJA24
Short Term optimization of variable ‘real option’-244 Cr15169      2020-04-20 16:49
by
Cr15169
Derivation of Equations For Analytical Solution of Fokker-Planck Equations3482 amin 12020-04-04 20:00
by
amin
bounded variable and it's historical changes6578 Strange 12020-03-28 09:33
by
nikol
quant consultant?1576 Strange      2020-03-22 16:23
by
nikol
forecasting volume1555 Strange      2020-03-08 04:28
by
willis
calibration of LSV or SV models.101,143 NuclearPhysicist      2020-02-18 13:55
by
NuclearPhysicist
Dynamic PCA (Page: 1, 2)468,386 Nonius      2020-02-13 06:24
by
Maggette
Simulation of correlated assets with 3 factors forward curve model1346 s654351      2020-02-06 18:05
by
deeds
Hermite polynomial Representation of the density of Stochastic Differential Equations1329 amin      2020-01-31 18:05
by
amin
Mutually orthogonal approximations?17862 lexx      2020-01-23 22:29
by
lexx
analytical approximation for double no-touch?5487 Strange      2020-01-21 20:21
by
ronin
Calculation of upper stochastic dominance bound of option1336 af87792      2020-01-14 10:14
by
silverside
Finding the selling price of FTR (energy trading)-341 dt2      2020-01-12 03:11
by
dt2
 
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