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Breakthrough in the theory of stochastic differential equations and their simulation143,693 amin 22017-12-10 10:52
by
amin
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)303,024 amin 12017-12-09 11:19
by
amin
Worst of put in multi asset stochastic volatility model 1498 Arnaud555      2017-11-17 15:19
by
granchio
pricing autocallable notes1389 nutsinshell      2017-11-17 15:10
by
granchio
AEGON-DB longevity experience option-224 day1pnl      2017-11-16 22:09
by
day1pnl
Calculate volatility from straddle's price?51,188 HockeyPlayer      2017-10-25 21:01
by
fomisha
Variance Swap vs Vol Swap (convexity breakeven)5581 Countec      2017-10-21 16:26
by
frolloos
Initial Calibration of Arrival Rate in Market Making Model3572 Kch      2017-10-19 17:45
by
Kch
Agent based models3593 DrGrumpy 12017-10-19 14:29
by
rod
Swap DV01 Change as Tenor Increases1322 financenoob1234      2017-10-12 10:35
by
ronin
Bermudan swaptions in practice (Page: 1, 2)252,582 BigDaddy      2017-09-19 21:22
by
kikiki
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)2783 Lake      2017-09-16 00:18
by
Kitno
Default probabilities from equity/equity vol101,065 Rookie_Quant      2017-09-08 16:57
by
nikol
pricing ultralong bonds-469 JM      2017-08-19 00:23
by
JM
Barrier Option Hedging Help3570 kimisiow83      2017-07-28 14:44
by
ronin
American swaption payoff3551 sanjayc2      2017-07-25 11:01
by
Martinghoul
option on forward cds4565 hhb      2017-07-25 10:49
by
ronin
Get Implied Correlation from Call VS Call price1572 MaxiBestOf      2017-07-07 18:18
by
TonyC
Fund-linked Derivatives2601 QuikLearner      2017-07-05 16:42
by
deeds
Commodity options time to expiry conventions?1577 HockeyPlayer      2017-06-26 22:36
by
HockeyPlayer
Custody costs2758 Kitno      2017-06-24 01:31
by
Kitno
Rough Volatility paper?21,135 HockeyPlayer      2017-06-16 15:17
by
mtsm
nested Monte Carlo41,085 mj      2017-06-14 12:41
by
mj
cms curve cap option131,045 tzarnicholasiii      2017-06-13 13:33
by
mtsm
really dumb Martingale pricing question6955 tw      2017-06-08 18:45
by
tw
 
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