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New Posts Modeling a Shady Market 19 602 Orbit Fri Oct 31, 14 07:26 PM
by Traden4Alpha
New Posts Using Hull-White to simulate EONIA and EURIBOR 1 105 quidni Thu Oct 30, 14 02:18 PM
by quidni
New Posts Hull-White: market instantaneus frwd rate to calibrate theta(t) 2 184 quidni Thu Oct 30, 14 09:30 AM
by quidni
New Posts Return of the Random Walkers ?   Pages: 1 2 31 2627 DominicConnor Wed Oct 29, 14 08:08 PM
by Traden4Alpha
New Posts should we discount spot? 10 1340 emot Wed Oct 29, 14 05:09 PM
by BerndSchmitz
New Posts How to use Black Scholes framework practically for option sell side? 1 184 EdisonCruise Wed Oct 29, 14 03:31 PM
by Collector
New Posts Is The 30-Year Mortgage Obsolete? 17 487 MBSADVISORS Tue Oct 28, 14 07:50 AM
by Cuchulainn
New Posts extrapolation methods for implied volatility surface 19 163478 keribou Mon Oct 27, 14 02:47 PM
by Alan
New Posts Calculate volatility value from volatility surface 4 13043 joelee Mon Oct 27, 14 01:03 AM
by LesleYLyu
New Posts Skew swap - realized skew 1 163 cchoong Sun Oct 26, 14 10:38 PM
by Alan
New Posts Surface mapping 0 183 cchoong Fri Oct 24, 14 01:49 PM
by cchoong
New Posts PCA interest rate swap butterflies 2 4412 jimmymott Thu Oct 23, 14 08:50 PM
by IRhunter
New Posts How to use stochastic volatility model without option data? 3 243 EdisonCruise Thu Oct 23, 14 05:29 PM
by Alan
New Posts EONIA TomNext 14 1225 BerndSchmitz Wed Oct 22, 14 08:20 AM
by BerndSchmitz
New Posts Risks of box spreads? 2 249 60202 Tue Oct 21, 14 07:26 PM
by Orbit
New Posts Brigo/Mercurio Theorem 4.2.3 5 340 AboodiDaQuant Tue Oct 21, 14 03:39 PM
by Gamal
New Posts Bond Return Calculator 5 352 Crimson77 Tue Oct 21, 14 06:59 AM
by daveangel
New Posts career as a rates quant 4 1077 Kamil90 Mon Oct 20, 14 06:03 PM
by Orbit
New Posts Question for Copulas estimation 8 48546 hedgefinan Mon Oct 20, 14 05:24 PM
by RohithE
New Posts No new posts in the last two days 6 509 Gamal Sat Oct 18, 14 11:02 AM
by Gamal
New Posts FX Quanto Triangle - Direct SDE? 2 429 ChuckCheong0201 Fri Oct 17, 14 09:54 AM
by ChuckCheong0201
New Posts models for different underlying products? 0 263 wh408 Thu Oct 16, 14 06:33 PM
by wh408
New Posts CDOs are back?   Pages: 1 2 Last 42 8210 Gamal Mon Oct 13, 14 01:39 PM
by Gamal
New Posts Market conventions: Tenor and Cross Currency Basis Swap Spreads 2 1204 BerndSchmitz Sat Oct 11, 14 03:47 AM
by imanuelcostigan
New Posts Shortest Proof Mean-Variance Efficiency 3 567 andste Thu Oct 09, 14 01:14 PM
by LocalVolatility
New Posts Vega sensitivity as proxy for Variance Swap P/L 2 395 GMS Tue Oct 07, 14 02:34 PM
by observer84
New Posts LIBOR discounting for uncollateralised trades 8 830 bazzat Mon Oct 06, 14 12:09 PM
by schizoidman
New Posts Seeking Projects in the $4MM to $20MM 9 1711 CactusMan Sun Oct 05, 14 11:55 PM
by ppauper
New Posts What is the difference between exchange listed options and OTC market options that make automatic markets possible 2 520 patrick201 Tue Sep 30, 14 01:22 AM
by patrick201
New Posts Chaikin Oscillator 0 394 slacknoise Mon Sep 29, 14 07:14 PM
by slacknoise
New Posts SABR interpolation along maturity dimension 1 470 surya2cents Sun Sep 28, 14 10:56 PM
by surya2cents
New Posts Why is financial research useless?   Pages: 1 2 Last 46 4635 Gamal Sat Sep 27, 14 09:28 PM
by Gamal
New Posts SABR calibration 5 717 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 2798 trademaster Wed Sep 24, 14 06:14 AM
by ThinkDifferent
New Posts How to quantify loss due to Gamma risk? 0 488 EdisonCruise Wed Sep 24, 14 04:22 AM
by EdisonCruise
New Posts How to interpret Pareto distributions 0 470 slacknoise Tue Sep 23, 14 02:47 PM
by slacknoise
New Posts Basic Accrued Interest Calculation for a Bond 11 795 souledge Tue Sep 23, 14 10:05 AM
by daveangel
New Posts Quantlib Sobol Sequence past 32 dimensions 3 601 mahende Mon Sep 22, 14 11:18 AM
by lballabio
New Posts Profit Management 12 831 supportoranges Wed Sep 17, 14 04:39 PM
by rmax
New Posts Time Horizont for measuring market Risk   Pages: 1 2 27 1115 slacknoise Tue Sep 16, 14 04:21 PM
by daveangel
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