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New Posts EONIA TomNext 6 106 BerndSchmitz Sat Aug 23, 14 10:00 AM
by BerndSchmitz
New Posts Discount Margin 18 73420 quicksilv86 Fri Aug 22, 14 05:03 PM
by louiscarruthers
New Posts Tax liability from Income prop sale? 0 40 CFrank773 Fri Aug 22, 14 03:15 PM
by CFrank773
New Posts OIS discounting and convexity adjustment 11 9483 lequocle Fri Aug 22, 14 01:52 PM
by BerndSchmitz
New Posts should we discount spot? 0 70 emot Fri Aug 22, 14 11:25 AM
by emot
New Posts Are you sure all your models are implemented perfectly?   Pages: 1 2 Last 60 769 Gamal Fri Aug 22, 14 10:32 AM
by Cuchulainn
New Posts Variable which describes abnormal price movements 3 161 slacknoise Wed Aug 20, 14 11:07 PM
by Traden4Alpha
New Posts PFE addons - exotic task 1 512 bobsoccer Wed Aug 20, 14 10:08 PM
by Chargerbullit
New Posts Importance Sampling for Economic Capital 0 86 mimonaco Wed Aug 20, 14 09:02 PM
by mimonaco
New Posts Standard deviation of the default barrier 0 96 vmkulkarni Wed Aug 20, 14 10:53 AM
by vmkulkarni
New Posts Market conventions: Tenor and Cross Currency Basis Swap Spreads 1 275 BerndSchmitz Wed Aug 20, 14 07:59 AM
by BerndSchmitz
New Posts Why we have never received a Noble prize? 11 1129 newbanker Tue Aug 19, 14 07:21 AM
by pakhijain19
New Posts Seeking Projects in the $4MM to $20MM 2 609 CactusMan Sun Aug 17, 14 10:45 PM
by CactusMan
New Posts We Are Buying Gold and Dore in Ghana 2 237 CactusMan Sun Aug 17, 14 03:55 PM
by Cuchulainn
New Posts Implied skewness vs leverage effect 0 249 Droplet Wed Aug 13, 14 10:07 PM
by Droplet
New Posts Repo - haircut or margin 4 362 miltenpoint Wed Aug 13, 14 08:31 PM
by miltenpoint
New Posts Return of the Random Walkers ? 16 1230 DominicConnor Wed Aug 13, 14 04:48 PM
by fulmerspot
New Posts Currency hedging of a USD denominated Bond Portfolio - CAD based investor 1 241 shelby Tue Aug 12, 14 02:39 PM
by Martinghoul
New Posts Total Return Swaps 6 57687 sorensen Tue Aug 12, 14 01:15 PM
by DominicConnor
New Posts Interview question help 5 616 djtuzik Fri Aug 08, 14 09:02 PM
by bearish
New Posts Option on Forward - consider Nat Gas 4 447 Orbit Thu Aug 07, 14 08:34 PM
by Orbit
New Posts Does Bloomberg correct bad historical data when notified? 2 693 gelfand Wed Aug 06, 14 08:26 PM
by Orbit
New Posts Loan vs Bond Recovery Rates 3 513 MaxCohen Mon Aug 04, 14 05:42 PM
by Pat
New Posts Monotone convex interpolation set up 0 382 surya2cents Mon Aug 04, 14 01:13 AM
by surya2cents
New Posts CDS max and min points upfront 6 586 Weslo Tue Jul 29, 14 08:25 PM
by pcaspers
New Posts Distribution of APE, AAE, ARPE, RMSE test 0 467 vjokhadze Sun Jul 27, 14 10:31 PM
by vjokhadze
New Posts is SCALA gaining ground on the financial industry?? 5 1168 horacioaliaga Sat Jul 26, 14 10:58 AM
by DominicConnor
New Posts Hoping for a definitive answer to a VERY simple ? on spreads 4 825 unknown2009 Fri Jul 25, 14 02:30 PM
by unknown2009
New Posts Validation of the square root of time rule for VaR 0 550 Samsaveel Fri Jul 25, 14 04:46 AM
by Samsaveel
New Posts Quality metrics for new interest rate model 5 657 Chris2014 Thu Jul 24, 14 04:28 PM
by berndL
New Posts Exposure profile PFE for 1st generation Fx Exotics 7 1864 Samsaveel Wed Jul 23, 14 09:42 PM
by Chargerbullit
New Posts How to value an equity Swap with prepayment option and accrued interest 2 565 slacknoise Wed Jul 23, 14 04:53 PM
by slacknoise
New Posts How to price future option with non-negligible margin cost? 0 502 EdisonCruise Tue Jul 22, 14 04:28 PM
by EdisonCruise
New Posts Risky annuities on sovr CDS 4 619 recepyakar Tue Jul 22, 14 03:59 PM
by recepyakar
New Posts Orthogonal Regressions 3 737 vice Tue Jul 22, 14 03:50 AM
by Traden4Alpha
New Posts Why use Stochastic Volatility Model in the interest rate setting 8 967 gcgamet Tue Jul 22, 14 03:06 AM
by ThinkDifferent
New Posts ALM and Portfolio optimization matlab code 4 588 miden Mon Jul 21, 14 03:00 PM
by miden
New Posts Is my DvannaDvol and Ultima wrong? 6 1110 startraveler19 Mon Jul 21, 14 12:08 AM
by startraveler19
New Posts Seeking Gold Dore Worldwide 1 521 CactusMan Sun Jul 20, 14 07:38 PM
by tagoma
New Posts MSc Thesis Topic in Financial Engineering 0 594 drwolfe21 Sun Jul 20, 14 04:54 PM
by drwolfe21
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