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dr = sigma * dW-106 Goodcall      8 hours ago
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Goodcall
Pricing cross currency Fx options3204 hhb      2017-04-26 16:09
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ronin
MBS and Reuters...1229 DrGrumpy      2017-04-24 09:24
by
Cheng
Machine learning for pre announcement index rebal41,141 Nonius 12017-04-10 08:15
by
ryankennedyio
Asian options on WTI Crude Oil7972 hilss 12017-04-07 23:27
by
hilss
simulation of correlated random variables (Page: 1, 2)333,422 filthy 22017-04-03 14:35
by
nikol
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)261,914 amin      2017-03-11 16:39
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amin
Problem with R code, with option pricing91,149 quithating 12017-02-20 18:54
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quithating
Correlated Jump diffusion models1879 Tyszui      2017-02-18 09:50
by
pj
Modelling Takeover Likelihood5860 HitmanH      2017-02-06 23:45
by
Kitno
Forecasting with open interest21,117 Rashomon      2017-01-31 12:04
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Rashomon
Exponential smoothing and state-space models41,328 aickley      2017-01-17 14:30
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katastrofa
Options vol & pricing - accounting for volume/OI of a contract? (Page: 1, 2)262,552 JTDerp      2016-12-05 19:56
by
JTDerp
Time Step Size for Heston Model for Different Option Maturity (in Monte Carlo)-688 nightrider      2016-12-05 00:14
by
nightrider
Uncapped annuity14998 Energetic      2016-11-24 12:44
by
sigma
Implied volatility after acquisition10907 goranrf 12016-11-03 11:47
by
HitmanH
Missing values of the correlation matrix... (Page: 1, 2)453,595 pj 12016-10-31 00:50
by
mtsm
Can risk free interest rate be different for each strike and maturity5944 npips      2016-10-27 17:50
by
fomisha
power numeraires141,737 mj 22016-10-12 22:10
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nebukadnezar
Forecasting Methodologies (Page: 1, 2, 3)525,546 il_vitorio 22016-09-19 11:02
by
levkly
Breakthrough in the theory of stochastic differential equations and their simulation133,300 amin      2016-09-17 07:37
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amin
MBS202,015 EVT      2016-08-05 16:50
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CFloon
Formula for Optimal Portfolio of 2 Assets when No Shorting Allowed?111,085 cyrix 22016-08-05 06:36
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EspressoLover
Market Making Illiquid Parts of a Futures Curve132,105 EspressoLover      2016-08-05 01:32
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rftx713
Calculation of density of SDEs in real time and applications to calibration, pricing and hedging of derivatives-973 amin      2016-07-05 10:26
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amin
 
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