Forums  > Pricing & Modelling  

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smart processing for noisy option chain snapshots?4275 Strange 16 hours ago
by
c10
Maintaining production ML Models3252 Nezoo      2018-07-22 19:33
by
finanzmaster
Sampling methods2319 gaj      2018-07-14 22:32
by
johnstons
SVI and wings6359 hilss      2018-07-13 21:40
by
fomisha
Pitfalls of Nelson-Siegel Yield Curve Modeling3363 finanzmaster 12018-07-11 20:50
by
finanzmaster
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)275,519 amin 22018-07-02 14:28
by
amin
Mean reverting process that is also martingale4364 gaj      2018-07-01 16:28
by
katastrofa
Dynamic subordination index tranches5610 day1pnl      2018-06-20 18:21
by
day1pnl
The Most Interesting Volsurface in the World-484 c10 12018-06-15 00:50
by
c10
bounds on equity variance swaptions4573 jsl1      2018-06-14 21:05
by
zhaozhi0505
swaption realized volatility61,194 mtsm      2018-06-06 19:25
by
Jurassic
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)952,662 Nudnik Shpilkes 12018-06-02 20:59
by
katastrofa
Machine learning pipeline for trading191,358 gaj      2018-06-01 14:46
by
katastrofa
Variance Swap vs Vol Swap (convexity breakeven)141,771 Countec      2018-05-27 10:28
by
frolloos
correcting implied volatility?10633 Strange      2018-05-21 09:50
by
TakeItAndRun
Hedging under Stochastic Volatility (Page: 1, 2)399,413 JuniorQuantEQD 22018-05-10 17:52
by
sigma
P&L of a delta hedged Straddle (Page: 1, 2)346,308 aschon      2018-05-07 12:40
by
Jurassic
Agent based models71,558 DrGrumpy 12018-05-03 23:23
by
katastrofa
What types of modeling techniques do you use?-507 Nezoo      2018-05-02 02:58
by
Nezoo
Asian option with cash or physical delivery6502 london      2018-05-01 16:51
by
london
Swaption Delta & Gamma calculation using 1 factor HJM Model2406 xmiss      2018-04-27 19:07
by
day1pnl
Kou jump model2398 iasmath      2018-04-21 20:15
by
iasmath
Long Term Warrant Valuation-280 gill      2018-04-19 17:11
by
gill
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)41,318 Lake      2018-03-21 22:31
by
pj
Local vol in terms of delta -538 DXX      2018-03-14 16:46
by
DXX
 
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