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Local vol pricer for american options172,011 Baltazar 12019-06-03 16:06
by
quallenjaeger
Agglomerative Clustering1539 secsy      2019-05-30 00:04
by
contango_and_cash
A New Approach for Modelling and Pricing Correlation Swaps1402 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)301,729 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,335 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2562 TSWP      2019-04-13 17:57
by
TSWP
Relative Value using Regression vs ARIMA81,488 Mistro 12019-04-01 18:11
by
rickyvic
stupidity and parametric forms6555 Strange      2019-03-24 10:51
by
nikol
Setting limits given probability distribution2443 secsy      2019-03-21 16:04
by
secsy
cheyette2966 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series151,858 bullero 12019-03-06 12:58
by
rickyvic
covariance matrix of unequally spaced returns?151,237 Strange      2019-03-05 18:13
by
rickyvic
Yield approximates effective coupon rate at 100 full price-282 alexli      2019-03-05 16:07
by
alexli
Pricing seasoned volatility swaps-616 frolloos 22019-02-08 08:35
by
frolloos
empirical pdf on btc options4957 nikol      2019-01-13 18:36
by
nikol
CDX.NA.IG data share1689 Vince757      2018-11-29 10:08
by
Cheng
closed form pdf of time series predictions 61,083 nikol      2018-11-28 21:14
by
jr
What are the popular methods of the swaption cube interpolation?161,050 pj      2018-11-10 00:02
by
nikol
Pricing of irregular floating coupons4738 sol2      2018-11-09 17:32
by
nikol
swaption realized volatility92,235 mtsm      2018-11-07 19:37
by
mtsm
It takes three to smile31,219 frolloos 12018-10-20 05:28
by
alexandergir
Sampling methods31,291 gaj      2018-10-01 00:07
by
Igor
Statistical significance for a subset of a non-normal distribution221,662 Strange      2018-09-24 15:37
by
doomanx
MSCI Broad Index Data3839 TSWP      2018-09-12 06:18
by
agentq
smart processing for noisy option chain snapshots?201,917 Strange 12018-09-05 14:21
by
Strange
 
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