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New Posts should we discount spot? 8 1105 emot Mon Oct 20, 14 01:11 AM
by imanuelcostigan
New Posts No new posts in the last two days 6 340 Gamal Sat Oct 18, 14 11:02 AM
by Gamal
New Posts FX Quanto Triangle - Direct SDE? 2 315 ChuckCheong0201 Fri Oct 17, 14 09:54 AM
by ChuckCheong0201
New Posts Bond Return Calculator 2 152 Crimson77 Fri Oct 17, 14 08:40 AM
by daveangel
New Posts models for different underlying products? 0 141 wh408 Thu Oct 16, 14 06:33 PM
by wh408
New Posts career as a rates quant 3 871 Kamil90 Thu Oct 16, 14 05:52 PM
by DevonFangs
New Posts CDOs are back?   Pages: 1 2 Last 42 8004 Gamal Mon Oct 13, 14 01:39 PM
by Gamal
New Posts Market conventions: Tenor and Cross Currency Basis Swap Spreads 2 1073 BerndSchmitz Sat Oct 11, 14 03:47 AM
by imanuelcostigan
New Posts Shortest Proof Mean-Variance Efficiency 3 465 andste Thu Oct 09, 14 01:14 PM
by LocalVolatility
New Posts Vega sensitivity as proxy for Variance Swap P/L 2 298 GMS Tue Oct 07, 14 02:34 PM
by observer84
New Posts LIBOR discounting for uncollateralised trades 8 713 bazzat Mon Oct 06, 14 12:09 PM
by schizoidman
New Posts Seeking Projects in the $4MM to $20MM 9 1609 CactusMan Sun Oct 05, 14 11:55 PM
by ppauper
New Posts Question for Copulas estimation 7 48395 hedgefinan Fri Oct 03, 14 05:46 PM
by Yenlowang
New Posts What is the difference between exchange listed options and OTC market options that make automatic markets possible 2 427 patrick201 Tue Sep 30, 14 01:22 AM
by patrick201
New Posts Chaikin Oscillator 0 301 slacknoise Mon Sep 29, 14 07:14 PM
by slacknoise
New Posts SABR interpolation along maturity dimension 1 370 surya2cents Sun Sep 28, 14 10:56 PM
by surya2cents
New Posts Why is financial research useless?   Pages: 1 2 Last 46 4460 Gamal Sat Sep 27, 14 09:28 PM
by Gamal
New Posts SABR calibration 5 625 Chris2014 Wed Sep 24, 14 01:44 PM
by Chris2014
New Posts What do we do without Black-Scholes-Merton theory/formula?   Pages: 1 2 Last 163 2669 trademaster Wed Sep 24, 14 06:14 AM
by ThinkDifferent
New Posts How to quantify loss due to Gamma risk? 0 396 EdisonCruise Wed Sep 24, 14 04:22 AM
by EdisonCruise
New Posts How to interpret Pareto distributions 0 383 slacknoise Tue Sep 23, 14 02:47 PM
by slacknoise
New Posts Basic Accrued Interest Calculation for a Bond 11 701 souledge Tue Sep 23, 14 10:05 AM
by daveangel
New Posts Quantlib Sobol Sequence past 32 dimensions 3 510 mahende Mon Sep 22, 14 11:18 AM
by lballabio
New Posts Profit Management 12 736 supportoranges Wed Sep 17, 14 04:39 PM
by rmax
New Posts Time Horizont for measuring market Risk   Pages: 1 2 27 991 slacknoise Tue Sep 16, 14 04:21 PM
by daveangel
New Posts Quasi-Guassian Model or Libor Market Model 14 1089 andcoo01 Fri Sep 12, 14 08:23 AM
by Gamal
New Posts Practical solution for fat-tail risk management?   Pages: 1 2 33 30020 mizhael Wed Sep 10, 14 06:08 AM
by Samsaveel
New Posts Q-Ratio & Intagibles 3 578 Tejay Tue Sep 09, 14 09:19 AM
by Tejay
New Posts Best quotes on Quantitative Modeling: 10 1003 AnalyticalVega Sun Sep 07, 14 02:33 PM
by ppauper
New Posts Do you agree with Taleb and Haug? 16 1599 trademaster Sun Sep 07, 14 12:46 PM
by Traden4Alpha
New Posts We Are Buying Gold and Dore in Ghana 7 1057 CactusMan Thu Sep 04, 14 12:08 PM
by ppauper
New Posts Return of the Random Walkers ?   Pages: 1 2 26 2442 DominicConnor Tue Sep 02, 14 12:56 PM
by Cuchulainn
New Posts T-lock and spreadlock 10 200128 dradams01 Thu Aug 28, 14 12:02 PM
by RiskUser
New Posts EONIA TomNext 13 1027 BerndSchmitz Thu Aug 28, 14 08:54 AM
by BerndSchmitz
New Posts SVI Constraints? 12 19247 stampeding Wed Aug 27, 14 11:26 AM
by logos01
New Posts Modern Libor Market Models (2010) by Mercurio 2 926 BerndSchmitz Wed Aug 27, 14 08:28 AM
by BerndSchmitz
New Posts OIS discounting and convexity adjustment 12 10524 lequocle Sun Aug 24, 14 11:46 AM
by mathmarc
New Posts Discount Margin 18 74365 quicksilv86 Fri Aug 22, 14 05:03 PM
by louiscarruthers
New Posts Tax liability from Income prop sale? 0 646 CFrank773 Fri Aug 22, 14 03:15 PM
by CFrank773
New Posts Are you sure all your models are implemented perfectly?   Pages: 1 2 Last 60 1589 Gamal Fri Aug 22, 14 10:32 AM
by Cuchulainn
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