Forums  > Pricing & Modelling  

 Thread  Replies  Views  Originator  Rating  Last Post 
Two needles in a haystack7517 bullero      2019-08-20 22:08
by
bullero
Yield approximates effective coupon rate at 100 full price1507 alexli      2019-08-05 14:49
by
tzarnicholasiii
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.2517 amin      2019-08-05 09:07
by
amin
Agglomerative Clustering2769 secsy      2019-07-12 21:04
by
ctd
IV Data1387 TSWP      2019-07-08 04:37
by
Strange
Swaption pricing- without markit consensus sources-275 Zahlen2k 12019-06-29 22:43
by
Zahlen2k
Hedging A Cross Exchange Volatility Trade7520 Mistro      2019-06-27 23:17
by
Mistro
Local vol pricer for american options172,202 Baltazar 12019-06-03 16:06
by
quallenjaeger
A New Approach for Modelling and Pricing Correlation Swaps1523 rkadambi      2019-05-06 16:20
by
ronin
A neural net calibration question (Page: 1, 2)302,009 Nonius 22019-05-01 15:08
by
ronin
dr = sigma * dW21,469 Goodcall      2019-04-21 23:31
by
vertigo
US Futures Liquidity Execution Limits per trade2692 TSWP      2019-04-13 17:57
by
TSWP
Relative Value using Regression vs ARIMA81,665 Mistro 12019-04-01 18:11
by
rickyvic
stupidity and parametric forms6666 Strange      2019-03-24 10:51
by
nikol
Setting limits given probability distribution2544 secsy      2019-03-21 16:04
by
secsy
cheyette21,066 rambhava4      2019-03-19 23:28
by
Kitno
PCA and continuous futures time series152,020 bullero 12019-03-06 12:58
by
rickyvic
covariance matrix of unequally spaced returns?151,367 Strange      2019-03-05 18:13
by
rickyvic
Pricing seasoned volatility swaps-706 frolloos 22019-02-08 08:35
by
frolloos
empirical pdf on btc options41,048 nikol      2019-01-13 18:36
by
nikol
CDX.NA.IG data share1786 Vince757      2018-11-29 10:08
by
Cheng
closed form pdf of time series predictions 61,183 nikol      2018-11-28 21:14
by
jr
What are the popular methods of the swaption cube interpolation?161,161 pj      2018-11-10 00:02
by
nikol
Pricing of irregular floating coupons4836 sol2      2018-11-09 17:32
by
nikol
swaption realized volatility92,370 mtsm      2018-11-07 19:37
by
mtsm
 
Page 1 of 55Goto to page: 1, 2, 3 ... 54, 55 Next
 
Display threads for:
Mark all threads as read