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New Posts What do we do without Black-Scholes-Merton theory/formula?   Pages: 1 2 Last 128 1545 trademaster Fri Sep 19, 14 09:07 PM
by trackstar
New Posts Quantlib Sobol Sequence past 32 dimensions 2 127 mahende Fri Sep 19, 14 02:15 PM
by mahende
New Posts Profit Management 12 392 supportoranges Wed Sep 17, 14 04:39 PM
by rmax
New Posts career as a rates quant 1 227 Kamil90 Tue Sep 16, 14 08:51 PM
by Gamal
New Posts Time Horizont for measuring market Risk   Pages: 1 2 27 612 slacknoise Tue Sep 16, 14 04:21 PM
by daveangel
New Posts Seeking Projects in the $4MM to $20MM 6 1110 CactusMan Mon Sep 15, 14 02:45 PM
by slacknoise
New Posts Quasi-Guassian Model or Libor Market Model 14 805 andcoo01 Fri Sep 12, 14 08:23 AM
by Gamal
New Posts Practical solution for fat-tail risk management?   Pages: 1 2 33 29609 mizhael Wed Sep 10, 14 06:08 AM
by Samsaveel
New Posts Basic Accrued Interest Calculation for a Bond 9 352 souledge Tue Sep 09, 14 09:46 PM
by souledge
New Posts Q-Ratio & Intagibles 3 319 Tejay Tue Sep 09, 14 09:19 AM
by Tejay
New Posts Best quotes on Quantitative Modeling: 10 659 AnalyticalVega Sun Sep 07, 14 02:33 PM
by ppauper
New Posts Do you agree with Taleb and Haug? 16 1259 trademaster Sun Sep 07, 14 12:46 PM
by Traden4Alpha
New Posts We Are Buying Gold and Dore in Ghana 7 779 CactusMan Thu Sep 04, 14 12:08 PM
by ppauper
New Posts Return of the Random Walkers ?   Pages: 1 2 26 2036 DominicConnor Tue Sep 02, 14 12:56 PM
by Cuchulainn
New Posts T-lock and spreadlock 10 199573 dradams01 Thu Aug 28, 14 12:02 PM
by RiskUser
New Posts EONIA TomNext 13 742 BerndSchmitz Thu Aug 28, 14 08:54 AM
by BerndSchmitz
New Posts SVI Constraints? 12 18943 stampeding Wed Aug 27, 14 11:26 AM
by logos01
New Posts Modern Libor Market Models (2010) by Mercurio 2 650 BerndSchmitz Wed Aug 27, 14 08:28 AM
by BerndSchmitz
New Posts should we discount spot? 3 588 emot Tue Aug 26, 14 06:12 PM
by DavidJN
New Posts OIS discounting and convexity adjustment 12 10107 lequocle Sun Aug 24, 14 11:46 AM
by mathmarc
New Posts Discount Margin 18 73923 quicksilv86 Fri Aug 22, 14 05:03 PM
by louiscarruthers
New Posts Tax liability from Income prop sale? 0 384 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 1214 Gamal Fri Aug 22, 14 10:32 AM
by Cuchulainn
New Posts Variable which describes abnormal price movements 3 485 slacknoise Wed Aug 20, 14 11:07 PM
by Traden4Alpha
New Posts PFE addons - exotic task 1 847 bobsoccer Wed Aug 20, 14 10:08 PM
by Chargerbullit
New Posts Importance Sampling for Economic Capital 0 418 mimonaco Wed Aug 20, 14 09:02 PM
by mimonaco
New Posts Standard deviation of the default barrier 0 424 vmkulkarni Wed Aug 20, 14 10:53 AM
by vmkulkarni
New Posts Market conventions: Tenor and Cross Currency Basis Swap Spreads 1 636 BerndSchmitz Wed Aug 20, 14 07:59 AM
by BerndSchmitz
New Posts Why we have never received a Noble prize? 11 1503 newbanker Tue Aug 19, 14 07:21 AM
by pakhijain19
New Posts Implied skewness vs leverage effect 0 585 Droplet Wed Aug 13, 14 10:07 PM
by Droplet
New Posts Repo - haircut or margin 4 709 miltenpoint Wed Aug 13, 14 08:31 PM
by miltenpoint
New Posts Currency hedging of a USD denominated Bond Portfolio - CAD based investor 1 570 shelby Tue Aug 12, 14 02:39 PM
by Martinghoul
New Posts Total Return Swaps 6 58211 sorensen Tue Aug 12, 14 01:15 PM
by DominicConnor
New Posts Interview question help 5 984 djtuzik Fri Aug 08, 14 09:02 PM
by bearish
New Posts Option on Forward - consider Nat Gas 4 791 Orbit Thu Aug 07, 14 08:34 PM
by Orbit
New Posts Does Bloomberg correct bad historical data when notified? 2 1019 gelfand Wed Aug 06, 14 08:26 PM
by Orbit
New Posts Loan vs Bond Recovery Rates 3 839 MaxCohen Mon Aug 04, 14 05:42 PM
by Pat
New Posts Monotone convex interpolation set up 0 700 surya2cents Mon Aug 04, 14 01:13 AM
by surya2cents
New Posts CDS max and min points upfront 6 916 Weslo Tue Jul 29, 14 08:25 PM
by pcaspers
New Posts Distribution of APE, AAE, ARPE, RMSE test 0 778 vjokhadze Sun Jul 27, 14 10:31 PM
by vjokhadze
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