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long term OIS swaps7972 nekross      2013-06-06 10:38
by Martinghoul
Wishart AR process3693 Tomfr      2013-05-26 19:49
by Nonius
CVA and wrong way risk, Hull and White 2012-279 Peerless      2013-05-25 16:10
by Peerless
american option validation case3420 filthy      2013-05-17 18:53
by Polter
Modeling a fake market structure81,113 Corey      2013-05-14 09:32
by TakeItAndRun
Calculating Distortion Between Data and Clusters3434 Factor3      2013-05-09 11:49
by Peerless
density of an SDE with polynomial drift function with linear Gaussian noise2297 amin      2013-05-06 13:11
by amin
Quanto Mechanics and Corralling Quantos2409 xsong29 42013-05-01 21:04
by xsong29
bond spreads - vs libor or ois ?3510 silverside      2013-04-27 02:23
by tabris
Analytic Solution of Convection-Diffusion PDEs Using Girsanov Theorem and Conditioned Diffusions141,211 amin 42013-04-21 06:54
by amin
Finding BS Implied Volatility on option settlement prices that happen 15min after the close8900 buyside      2013-04-10 02:15
by iasmath
Swap in practice4584 WonderWhy 42013-04-04 12:03
by Martinghoul
help with garch18697 officemynotisthis 62013-03-29 22:30
by officemynotisthis
Volswap dispersion-290 rainman314      2013-03-27 22:26
by rainman314
parametrization for equity vol skew/smile? (Page: 1, 2)423,079 Strange      2013-02-17 18:43
by FinancialAlex
Quanto adjusted futures curve in Commodities-250 FinancialAlex      2013-02-17 18:06
by FinancialAlex
OPLib, operator methods for pricing1361 xerxesr      2013-02-12 07:04
by Dizzy
weird sum of "binaries"2467 Nonius      2013-02-12 06:49
by Nonius
Hedging Rate Exposure in Corporate Bond ETF4779 mahras2      2013-01-24 18:11
by Helion
Longevity Pricing?5515 Fibonacci      2013-01-22 01:04
by chiral3
Calendar adjustment9778 MrKlugh      2013-01-17 22:04
by AVt
Comparing two different periods?1526 AlgoJoe      2013-01-02 17:58
by tgrant
FX Correlation Swaps41,085 grapeape      2013-01-01 17:29
by quantie
scan statistics-358 tbrown122387      2012-12-24 19:41
by tbrown122387
Peter Jaeckel: "By Implication" (Page: 1, 2)297,552 AVt 52012-12-11 20:30
by AVt
 
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