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New Posts Tutorial for QLNet 0 19 MarinD Thu Jan 29, 15 11:15 AM
by MarinD
New Posts VIX calculation 5 488 shutupyou Sat Jan 24, 15 10:23 AM
by shutupyou
New Posts Variance/Volatility Swaps 3 884 pippinsmckey Fri Jan 23, 15 06:31 PM
by PutorCall
New Posts Application of Brownian Bridge for filling Time Series data gaps 0 291 AuCourant Fri Jan 23, 15 04:20 PM
by AuCourant
New Posts How to calculate a floored leg on a xccy swap. 1 374 Puntal Thu Jan 22, 15 12:08 PM
by Puntal
New Posts Calculating implied volatility for Stirs when yields are negative 0 338 nelsonS Wed Jan 21, 15 05:25 PM
by nelsonS
New Posts Option on Forward - consider Nat Gas 9 2079 Orbit Wed Jan 21, 15 03:33 PM
by Orbit
New Posts QE and central bank repo facilities 0 317 freddiemac Wed Jan 21, 15 02:06 PM
by freddiemac
New Posts How can one calculate PFE for CDO tranches? 2 61447 Spiffy Wed Jan 21, 15 12:31 PM
by jeeza13
New Posts The Housing Market   Pages: 1 2 Last 60 97903 Cuchulainn Wed Jan 21, 15 11:05 AM
by Cuchulainn
New Posts Patent in Financial Industries 2 558 quant83 Sat Jan 17, 15 03:32 PM
by Hansi
New Posts Working Paper Review "Obsolescence Of 30-Year Mortgage" 5 642 MBSADVISORS Fri Jan 16, 15 06:30 PM
by Cuchulainn
New Posts Seeking Gold Dore Worldwide 1 1762 CactusMan Fri Jan 16, 15 01:52 PM
by tagoma
New Posts SVI term structure 5 716 LesleYLyu Thu Jan 15, 15 08:57 AM
by VivienB
New Posts Bloomberg SWPM: Normal Model (Bachelier) 7 877 MigB Wed Jan 14, 15 05:20 PM
by Gamal
New Posts Need help with some financial data 6 804 SwedishBanker Tue Jan 13, 15 11:07 PM
by SwedishBanker
New Posts Negative Money Market Basis 3 830 Lapsilago Mon Jan 12, 15 09:28 AM
by Martinghoul
New Posts Z-Spread to Next Call vs. OAS 1 619 nicholaihel Sat Jan 10, 15 03:11 PM
by bearish
New Posts Historical Swaption Implied Volatility Vendors (ATM / Skew) 1 677 RiskUser Fri Jan 09, 15 04:27 PM
by Martinghoul
New Posts Book recomendation 0 690 alonbra Thu Jan 08, 15 03:39 PM
by alonbra
New Posts axel vogt initial guess for SVI? 2 654 LesleYLyu Thu Jan 08, 15 03:08 AM
by LesleYLyu
New Posts Did Subprime Loans Cause The Housing Crisis?   Pages: 1 2 29 1173 MBSADVISORS Tue Jan 06, 15 06:06 PM
by Cuchulainn
New Posts LOBO 4 68706 Brown Mon Jan 05, 15 05:23 PM
by daveangel
New Posts How to forecast volatility based on fundamental analysis? 1 535 EdisonCruise Mon Jan 05, 15 12:55 PM
by tagoma
New Posts Math finance cheat sheet 5 3506 dr Fri Jan 02, 15 03:51 PM
by savr
New Posts quantopian opinion . 2 696 omidfuture Tue Dec 30, 14 01:11 PM
by omidfuture
New Posts Delta and Gamma of ATM option with time to Expiration 7 899 newuser11 Sun Dec 28, 14 04:03 PM
by BD123
New Posts Zero Curve Help 1 627 Tejay Fri Dec 26, 14 04:07 PM
by acastaldo
New Posts Expectation of volatility or sqrt(expectation of variance)? 6 802 EdisonCruise Tue Dec 23, 14 04:10 PM
by EdisonCruise
New Posts No new posts in the last two days 15 1979 Gamal Thu Dec 18, 14 06:41 PM
by quartz
New Posts How to price a defaulted corporate bond 14 910 StefanoPortolan Wed Dec 17, 14 06:00 AM
by Samsaveel
New Posts question on spot oil prices and whether investors affect it   Pages: 1 2 Last 49 89673 rbhawcroft Wed Dec 17, 14 12:18 AM
by APlus
New Posts Gamma Weighted Realized Volatility 0 576 vikrambone Mon Dec 15, 14 10:19 PM
by vikrambone
New Posts Exact mechanics of an FX Swap 7 15681 Patient0 Sun Dec 14, 14 11:56 AM
by DominicConnor
New Posts Large exposures, AAA tranches and systemic risk 0 588 freddiemac Thu Dec 11, 14 07:49 AM
by freddiemac
New Posts Square root time scaling 2 826 zkuman Tue Dec 09, 14 02:53 AM
by zkuman
New Posts CVA Market Practice 5 930 quantile Fri Dec 05, 14 03:13 PM
by Gamal
New Posts Cost of Shorting Bund Future 3 825 kirbtheman Tue Dec 02, 14 09:25 PM
by Martinghoul
New Posts Expert Day traders wanted 2 878 tamannabeg Tue Dec 02, 14 02:19 PM
by Cuchulainn
New Posts Local Volatility - Dupire equation and very small dual gamma 18 1146 Picaro Tue Dec 02, 14 12:25 PM
by Picaro
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