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log-normal model for volswaps1131 frolloos      7 hours ago
by
Strange
Semi-Analytic Solution to Fokker Planck Partial Differential Equations.1282 amin      2019-10-06 18:43
by
amin
Ito-Hermite Method for simulation of SDEs: A Formal Explanation1375 amin      2019-09-23 16:19
by
amin
Aaron Brown's baseball analogy for CRR option trees4381 TonyC      2019-09-16 05:08
by
Maggette
Variance of a spread4593 s654351      2019-09-10 17:31
by
granchio
Vola Dynamics2364 mr_incredible 12019-09-10 08:18
by
frolloos
Deal Contingent Derivatives51,066 gammaphreak01      2019-09-02 08:09
by
ronin
Very short term SABR issues1268 Jurassic      2019-08-31 17:12
by
bullero
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.3787 amin      2019-08-27 07:54
by
amin
Two needles in a haystack10838 bullero      2019-08-22 12:32
by
bullero
Yield approximates effective coupon rate at 100 full price1590 alexli      2019-08-05 14:49
by
tzarnicholasiii
Agglomerative Clustering2870 secsy      2019-07-12 21:04
by
ctd
IV Data1507 TSWP      2019-07-08 04:37
by
Strange
Swaption pricing- without markit consensus sources-366 Zahlen2k 12019-06-29 22:43
by
Zahlen2k
Hedging A Cross Exchange Volatility Trade7624 Mistro      2019-06-27 23:17
by
Mistro
Local vol pricer for american options172,324 Baltazar 12019-06-03 16:06
by
quallenjaeger
A New Approach for Modelling and Pricing Correlation Swaps1619 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)302,252 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,565 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2789 TSWP      2019-04-13 17:57
by
TSWP
Relative Value using Regression vs ARIMA81,802 Mistro 12019-04-01 18:11
by
rickyvic
stupidity and parametric forms6776 Strange      2019-03-24 10:51
by
nikol
Setting limits given probability distribution2613 secsy      2019-03-21 16:04
by
secsy
cheyette21,162 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series152,177 bullero 12019-03-06 12:58
by
rickyvic
 
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