Forums  > Pricing & Modelling  

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Variance Swap vs Vol Swap (convexity breakeven)4164 Countec      23 min ago
by
kloc
Initial Calibration of Arrival Rate in Market Making Model1310 Kch      5 hours ago
by
mrdivorce
Agent based models2323 DrGrumpy 12017-10-13 06:14
by
DrGrumpy
Swap DV01 Change as Tenor Increases1198 financenoob1234      2017-10-12 10:35
by
ronin
Calculate volatility from straddle's price?4466 HockeyPlayer      2017-10-02 03:44
by
NeroTulip
Bermudan swaptions in practice (Page: 1, 2)252,291 BigDaddy      2017-09-19 21:22
by
kikiki
pricing autocallable notes-231 nutsinshell      2017-09-16 16:42
by
nutsinshell
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)2676 Lake      2017-09-16 00:18
by
Kitno
Default probabilities from equity/equity vol10941 Rookie_Quant      2017-09-08 16:57
by
nikol
Worst of put in multi asset stochastic volatility model -285 Arnaud555      2017-08-26 16:11
by
Arnaud555
pricing ultralong bonds-379 JM      2017-08-19 00:23
by
JM
Barrier Option Hedging Help3466 kimisiow83      2017-07-28 14:44
by
ronin
American swaption payoff3477 sanjayc2      2017-07-25 11:01
by
Martinghoul
option on forward cds4473 hhb      2017-07-25 10:49
by
ronin
Get Implied Correlation from Call VS Call price1491 MaxiBestOf      2017-07-07 18:18
by
TonyC
Fund-linked Derivatives2517 QuikLearner      2017-07-05 16:42
by
deeds
Commodity options time to expiry conventions?1512 HockeyPlayer      2017-06-26 22:36
by
HockeyPlayer
Custody costs2691 Kitno      2017-06-24 01:31
by
Kitno
Rough Volatility paper?21,015 HockeyPlayer      2017-06-16 15:17
by
mtsm
nested Monte Carlo4980 mj      2017-06-14 12:41
by
mj
cms curve cap option13953 tzarnicholasiii      2017-06-13 13:33
by
mtsm
really dumb Martingale pricing question6879 tw      2017-06-08 18:45
by
tw
Correlated Jump diffusion models71,401 Tyszui      2017-06-07 13:56
by
deeds
Gas Storage Fair Price | online Calculator-680 finanzmaster      2017-06-05 08:16
by
finanzmaster
MBS and Reuters...2760 DrGrumpy      2017-05-19 09:33
by
DrGrumpy
 
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