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New Posts Return of the Random Walkers ? 1 86 DominicConnor Sat Jul 26, 14 01:18 PM
by Hansi
New Posts is SCALA gaining ground on the financial industry?? 5 622 horacioaliaga Sat Jul 26, 14 10:58 AM
by DominicConnor
New Posts CDS max and min points upfront 4 53 Weslo Fri Jul 25, 14 09:50 PM
by bearish
New Posts Hoping for a definitive answer to a VERY simple ? on spreads 4 189 unknown2009 Fri Jul 25, 14 02:30 PM
by unknown2009
New Posts Validation of the square root of time rule for VaR 0 81 Samsaveel Fri Jul 25, 14 04:46 AM
by Samsaveel
New Posts Quality metrics for new interest rate model 5 217 Chris2014 Thu Jul 24, 14 04:28 PM
by berndL
New Posts Total Return Swaps 4 56960 sorensen Thu Jul 24, 14 12:43 AM
by skc
New Posts Exposure profile PFE for 1st generation Fx Exotics 7 1442 Samsaveel Wed Jul 23, 14 09:42 PM
by Chargerbullit
New Posts How to value an equity Swap with prepayment option and accrued interest 2 142 slacknoise Wed Jul 23, 14 04:53 PM
by slacknoise
New Posts Does Bloomberg correct bad historical data when notified? 1 168 gelfand Tue Jul 22, 14 11:31 PM
by Hansi
New Posts How to price future option with non-negligible margin cost? 0 114 EdisonCruise Tue Jul 22, 14 04:28 PM
by EdisonCruise
New Posts Risky annuities on sovr CDS 4 210 recepyakar Tue Jul 22, 14 03:59 PM
by recepyakar
New Posts Orthogonal Regressions 3 309 vice Tue Jul 22, 14 03:50 AM
by Traden4Alpha
New Posts Why use Stochastic Volatility Model in the interest rate setting 8 502 gcgamet Tue Jul 22, 14 03:06 AM
by ThinkDifferent
New Posts ALM and Portfolio optimization matlab code 4 164 miden Mon Jul 21, 14 03:00 PM
by miden
New Posts Is my DvannaDvol and Ultima wrong? 6 705 startraveler19 Mon Jul 21, 14 12:08 AM
by startraveler19
New Posts Seeking Gold Dore Worldwide 1 145 CactusMan Sun Jul 20, 14 07:38 PM
by tagoma
New Posts MSc Thesis Topic in Financial Engineering 0 179 drwolfe21 Sun Jul 20, 14 04:54 PM
by drwolfe21
New Posts Quasi-Explicit Calibration of Gatheral's SVI Model 1 5166 almostcutmyhair Tue Jul 15, 14 05:07 PM
by aurell
New Posts Delta Hedging using a wrong risk-free rate 7 566 Quantuplet Tue Jul 15, 14 02:48 PM
by Alan
New Posts Butterfly and RR market valuation 1 406 aboriginal Mon Jul 14, 14 08:55 AM
by pimpel
New Posts Sharpe Ratio Based on GA Simulations 3 293 supportoranges Sat Jul 12, 14 10:22 PM
by supportoranges
New Posts Zero Coupon Curve : the new way... 17 11849 MoonDragon Sat Jul 12, 14 07:44 AM
by pcaspers
New Posts Seeking Commodities Deals Worldwide, Gold, Dore, and Others 0 238 CactusMan Fri Jul 11, 14 09:40 PM
by CactusMan
New Posts Approximate Roll Down and Carry for a 2/10 Flattener 3 385 bluewave Fri Jul 11, 14 10:32 AM
by Martinghoul
New Posts Heston model 4 421 borabora Fri Jul 11, 14 10:27 AM
by borabora
New Posts Are Asians Vanillas? 10 718 berndL Tue Jul 08, 14 03:35 PM
by berndL
New Posts Total Return Swaps (TRS) 8 677 RiskUser Tue Jul 08, 14 10:40 AM
by rmax
New Posts Seeking to Buy Gold Dust and Bars 0 336 CactusMan Mon Jul 07, 14 07:34 PM
by CactusMan
New Posts What forward curves does Bloomberg use for TRY vs. USD Basis swap curve? 4 609 andcoo01 Sun Jul 06, 14 09:17 PM
by andcoo01
New Posts Volatility indices for European countries 2 410 shutupyou Fri Jul 04, 14 04:05 PM
by Alan
New Posts HF Trades delayed in Hack 3 635 rmax Thu Jul 03, 14 10:26 AM
by rmax
New Posts Decomposing Risk in a Historic Sim with a Highly Diversified Portfolio 0 388 kirbtheman Wed Jul 02, 14 07:43 PM
by kirbtheman
New Posts Weibull distribution conditional expectation 6 605 ralfbuesser Wed Jul 02, 14 12:03 PM
by ralfbuesser
New Posts How to get option price right:for calculate iml VOL 3 623 cxh263590 Tue Jul 01, 14 02:54 PM
by Alan
New Posts Things You Need To Do To Get Out Of Debt 16 1134 ann51 Sun Jun 29, 14 04:17 PM
by tagoma
New Posts Simulating from Multivariate Archimedean copulas 0 456 jchircop123 Sat Jun 28, 14 08:45 PM
by jchircop123
New Posts Know Your Weapon Part 2 1 2442 startraveler19 Sat Jun 28, 14 05:49 PM
by tagoma
New Posts Is there a copula that correlates large gains? 3 406 jchircop123 Fri Jun 27, 14 08:58 PM
by jchircop123
New Posts Relative value - Equity vs Bonds 7 584 knowlesi Fri Jun 27, 14 06:36 PM
by dweeb
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