Forums  > Pricing & Modelling  

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Setting limits given probability distribution2210 secsy      2019-03-21 16:04
by
secsy
cheyette2738 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series151,533 bullero 12019-03-06 12:58
by
rickyvic
covariance matrix of unequally spaced returns?15720 Strange      2019-03-05 18:13
by
rickyvic
Yield approximates effective coupon rate at 100 full price-145 alexli      2019-03-05 16:07
by
alexli
Pricing seasoned volatility swaps-341 frolloos 22019-02-08 08:35
by
frolloos
empirical pdf on btc options4468 nikol      2019-01-13 18:36
by
nikol
Relative Value using Regression vs ARIMA7953 Mistro 12018-12-10 22:21
by
nikol
CDX.NA.IG data share1515 Vince757      2018-11-29 10:08
by
Cheng
closed form pdf of time series predictions 6878 nikol      2018-11-28 21:14
by
jr
What are the popular methods of the swaption cube interpolation?16842 pj      2018-11-10 00:02
by
nikol
Pricing of irregular floating coupons4549 sol2      2018-11-09 17:32
by
nikol
swaption realized volatility91,994 mtsm      2018-11-07 19:37
by
mtsm
It takes three to smile3993 frolloos 12018-10-20 05:28
by
alexandergir
Sampling methods31,104 gaj      2018-10-01 00:07
by
Igor
Statistical significance for a subset of a non-normal distribution221,431 Strange      2018-09-24 15:37
by
doomanx
MSCI Broad Index Data3675 TSWP      2018-09-12 06:18
by
agentq
smart processing for noisy option chain snapshots?201,708 Strange 12018-09-05 14:21
by
Strange
Modeling random orders in full market depth order book3919 Serg      2018-09-03 12:03
by
nikol
Maintaining production ML Models61,171 Nezoo      2018-08-09 14:11
by
skAnkh
And now for some fun with implied densities… (or, the coming Tesla crash?)-746 c10 22018-08-01 20:55
by
c10
SVI and wings6877 hilss      2018-07-13 21:40
by
fomisha
Pitfalls of Nelson-Siegel Yield Curve Modeling3875 finanzmaster 12018-07-11 20:50
by
finanzmaster
Breakthrough in the theory of stochastic differential equations and their simulation (Page: 1, 2)276,982 amin 22018-07-02 14:28
by
amin
Mean reverting process that is also martingale4846 gaj      2018-07-01 16:28
by
katastrofa
 
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