Forums  > Pricing & Modelling  

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Variance Swap vs Vol Swap (convexity breakeven)101,453 Countec      Today @ 11:25
by
panistefanin
correcting implied volatility?10429 Strange      2018-05-21 09:50
by
TakeItAndRun
Model-free option pricing by Reinforcement Learning (Page: 1, 2, 3, 4)771,749 Nudnik Shpilkes      2018-05-19 21:56
by
katastrofa
Machine learning pipeline for trading18915 gaj      2018-05-18 22:58
by
gaj
Hedging under Stochastic Volatility (Page: 1, 2)399,139 JuniorQuantEQD 22018-05-10 17:52
by
sigma
P&L of a delta hedged Straddle (Page: 1, 2)346,046 aschon      2018-05-07 12:40
by
Jurassic
Agent based models71,387 DrGrumpy 12018-05-03 23:23
by
katastrofa
What types of modeling techniques do you use?-352 Nezoo      2018-05-02 02:58
by
Nezoo
Asian option with cash or physical delivery6425 london      2018-05-01 16:51
by
london
Swaption Delta & Gamma calculation using 1 factor HJM Model2302 xmiss      2018-04-27 19:07
by
day1pnl
Kou jump model2307 iasmath      2018-04-21 20:15
by
iasmath
Long Term Warrant Valuation-198 gill      2018-04-19 17:11
by
gill
Breakthrough in the theory of stochastic differential equations and their simulation214,847 amin 22018-03-23 19:52
by
amin
Callable Bonds (Fxd for Life, Float for Life, Fxd to Float)41,223 Lake      2018-03-21 22:31
by
pj
Local vol in terms of delta -446 DXX      2018-03-14 16:46
by
DXX
Corridor Variance Swap Pricing4935 hhb      2018-02-28 15:49
by
Alpine
Calculation of Transition Probabilities of SDEs only From the Knowledge of Marginal Probabilities using the CDF-Equivalent Brownian Motion Method.1535 amin      2018-02-25 20:55
by
amin
Gamma Profile Jumps-509 hilss      2018-02-02 16:35
by
hilss
Relationship between rho and delta of an option-505 as2201      2018-01-27 14:09
by
as2201
Calculate volatility from straddle's price?91,830 HockeyPlayer      2017-12-19 19:15
by
granchio
On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals. (Page: 1, 2)304,095 amin 12017-12-09 11:19
by
amin
Worst of put in multi asset stochastic volatility model 1821 Arnaud555      2017-11-17 15:19
by
granchio
pricing autocallable notes1725 nutsinshell      2017-11-17 15:10
by
granchio
AEGON-DB longevity experience option-604 day1pnl      2017-11-16 22:09
by
day1pnl
Initial Calibration of Arrival Rate in Market Making Model3938 Kch      2017-10-19 17:45
by
Kch
 
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