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New Posts CVA with daily collateral 5 285 simos Fri Apr 17, 15 08:58 AM
by berndL
New Posts which optimization method to calibrate VG/ CGMY model? 7 407 yeahmoon Thu Apr 16, 15 10:05 PM
by Marco72
New Posts warehouse CLO valuation 1 760 simos Wed Apr 15, 15 10:53 AM
by simos
New Posts Return of the Random Walkers ?   Pages: 1 2 Last 43 5046 DominicConnor Tue Apr 14, 15 04:16 PM
by Cuchulainn
New Posts Want to Meet New Friends in Korea and Japan 9 1447 CactusMan Sun Apr 12, 15 08:44 PM
by CactusMan
New Posts Looking for Life Settlement and Other Insurance Deals 0 279 CactusMan Sun Apr 12, 15 05:54 PM
by CactusMan
New Posts How to get this payoff: ? 4 857 ncutler1990 Sun Apr 12, 15 03:22 PM
by tw
New Posts Equity valuation 0 312 MrSmarT Sun Apr 12, 15 01:25 PM
by MrSmarT
New Posts FX Options - Please Help 5 1787 Jericho Sun Apr 12, 15 04:25 AM
by vicko1971
New Posts Contribution - Expected Shortfall 2 430 friedB89 Sat Apr 11, 15 06:39 PM
by Tedypendah
New Posts Basel Market Risk Capital Charge for Vega 4 475 maherahmed Thu Apr 09, 15 10:09 AM
by daveangel
New Posts Any other security has both American and European style options? 4 553 yeahmoon Wed Apr 08, 15 04:05 PM
by yeahmoon
New Posts Credit Risk on CPI Linked Loan 0 450 CTQuant15 Tue Apr 07, 15 04:29 PM
by CTQuant15
New Posts Role of a Clearing house OTC vs clearing for an Exchange 0 474 Tedypendah Tue Apr 07, 15 08:44 AM
by Tedypendah
New Posts Large Mining Deal in Asia   Pages: 1 2 21 1495 CactusMan Mon Apr 06, 15 07:04 PM
by CactusMan
New Posts Valuation of optionality in balance guaranteed swaps 5 911 TNL Sun Apr 05, 15 01:02 PM
by TNL
New Posts Asian Infrastructure Investment Bank - how did America get here? 1 535 Tedypendah Sun Apr 05, 15 06:38 AM
by twofish
New Posts Annualized Median? 13 859 LineOfBestFit Sat Apr 04, 15 01:24 AM
by purbani
New Posts VIX Curve Contango 2 546 ktehrani Thu Apr 02, 15 06:26 PM
by EBal
New Posts Expected P&L of Delta Hedging in BS 4 606 ktehrani Wed Apr 01, 15 08:02 PM
by ktehrani
New Posts Building a simple swap pricer 1 625 rongil20 Tue Mar 31, 15 12:13 PM
by Martinghoul
New Posts Korean Won IR curve 5 1131 Spread Mon Mar 30, 15 11:31 PM
by Spread
New Posts How to interpret the correlation from Heston model calibration? 9 1212 EdisonCruise Mon Mar 30, 15 11:56 AM
by JSHellen
New Posts Total Return Swaps 7 60729 sorensen Sat Mar 28, 15 12:40 PM
by TNL
New Posts Does Bloomberg correct bad historical data when notified? 6 2977 gelfand Fri Mar 27, 15 12:30 PM
by ktehrani
New Posts Valuing Physical Commodity Storage by using look-backs (Not NatGas) 17 1569 ncutler1990 Tue Mar 24, 15 07:42 PM
by BramJ
New Posts Real option or stopping time 1 642 aborna Tue Mar 24, 15 03:51 PM
by ncutler1990
New Posts Historical Swaption Implied Volatility Vendors (ATM / Skew) 2 1918 RiskUser Fri Mar 20, 15 02:50 AM
by Kooka
New Posts How to price European put option with short selling cost? 2 785 EdisonCruise Thu Mar 19, 15 04:05 PM
by EdisonCruise
New Posts Dual Delta 3 790 goodaccoustics Thu Mar 19, 15 12:56 PM
by bearish
New Posts Alternative to Nelson-Siegel like parameteric yield curve models with non-negative constraint 2 776 Buran Wed Mar 18, 15 01:41 PM
by Buran
New Posts Comprehensive Capital Review and Analysis 6 829 horacioaliaga Tue Mar 17, 15 10:40 PM
by Buran
New Posts Metamorphosis of the IB data scientist 1 830 dweeb Tue Mar 17, 15 07:21 AM
by DominicConnor
New Posts Prize for solving the Financial Paradox   Pages: 1 2 36 3285 SergeiIvanov Mon Mar 16, 15 06:05 PM
by daveangel
New Posts Space-time Finance - Espen Haug   Pages: 1 2 Last 129 48428 outrun Mon Mar 16, 15 04:26 PM
by DominicConnor
New Posts Greece Bailout   Pages: 1 2 34 17482 sdlife Sat Mar 14, 15 06:57 AM
by Cuchulainn
New Posts Salomon two factor 4 1058 slacker Fri Mar 13, 15 12:14 AM
by haginile
New Posts Extreme value theory 18 48769 takingalpha Thu Mar 12, 15 06:52 AM
by daveangel
New Posts Some questions about the valuation of the interest 5 1013 Hurry Thu Mar 12, 15 12:46 AM
by mtsm
New Posts CDF of Variance Gamma (VG) 6 1244 yeahmoon Tue Mar 10, 15 10:12 PM
by yeahmoon
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