Forum Navigation:

magazine

FORUMS > Numerical Methods Forum Replies Views Originator Last Post
Search Category: [ ADVANCED ]
There are currently 0 logged in users, and 22 guests browsing this category, making a total of 22.

Pages: [ 1 2 3 4 5 6 7 >> Next ]
New Posts speed ratio between closed form and pde pricing 13 392 solal Tue Apr 28, 15 04:36 PM
by Cuchulainn
New Posts Numerical Integration and PDEs 15 19002 Cuchulainn Mon Apr 27, 15 04:02 PM
by spursfan
New Posts rollapply with Arima model: testing for stability of coefficients 2 361 Nour88 Sat Apr 25, 15 05:00 PM
by Nour88
New Posts What does ?convergence? in Monte Carlo simulation mean?   Pages: 1 2 Last 84 1768 balasuk Fri Apr 24, 15 09:18 AM
by Cuchulainn
New Posts analytic pricing of swaptions using hull white 5 27783 pjha1 Fri Apr 24, 15 09:09 AM
by Piddoxou
New Posts SABR/LMM : correlation between the volatily of foward rates 1 301 wallaeys Wed Apr 22, 15 08:57 PM
by Phunfactory
New Posts Monte Carlo simulation returns not normal distributed 2 419 balasuk Sat Apr 18, 15 11:02 PM
by katastrofa
New Posts Autocallable Structured Product Pricing 0 418 roboch Thu Apr 16, 15 02:34 PM
by roboch
New Posts how to hedge a barrier option 2 1031 hdzhang Sun Apr 05, 15 06:29 AM
by twofish
New Posts Valuation of Basket Cliquet Option 0 777 caitoc Thu Apr 02, 15 01:38 PM
by caitoc
New Posts Question on the risk free rate in dynamic hedging 0 879 hdzhang Sat Mar 28, 15 11:49 PM
by hdzhang
New Posts warehouse CLO (collateralized loan obligation) valuation 0 956 simos Wed Mar 25, 15 10:14 AM
by simos
New Posts how to derive implied volatility from two swaption tenors 0 1035 omega001 Mon Mar 23, 15 09:52 PM
by omega001
New Posts "Optimal diversification" mechanism 0 1035 MrPerry Mon Mar 23, 15 05:07 PM
by MrPerry
New Posts Dynamic Creation of Pseudorandom Number Generators   Pages: 1 2 Last 149 3914 Cuchulainn Sat Mar 21, 15 01:00 PM
by outrun
New Posts Turbo-Charged MC for LSV 6 1255 CrimsonKodo Fri Mar 20, 15 10:27 AM
by Cuchulainn
New Posts Continuous Asian Option Pricing Explicit Method 0 1044 Derivatives101 Thu Mar 19, 15 11:52 PM
by Derivatives101
New Posts G2++ Risk measure Pricing <> Forward measure pricing 3 2257 MaximusDecimus Tue Mar 17, 15 03:35 PM
by savr
New Posts Calibration Local Volatility (Andrease)   Pages: 1 2 33 14129 dnxaque Sat Mar 07, 15 02:08 PM
by Cuchulainn
New Posts Spectral Decomposition 9 1547 CrimsonKodo Thu Mar 05, 15 02:12 PM
by davidhigh
New Posts Is HJB equation a local or global optimum? 1 2491 EdisonCruise Thu Mar 05, 15 12:57 PM
by davidhigh
New Posts construction of yield curves 15 17603 dnxaque Mon Feb 23, 15 08:17 PM
by Orbit
New Posts iv for all and all for iv   Pages: 1 2 Last 86 4787 tthrift Sun Feb 22, 15 08:23 PM
by AVt
New Posts Numerical sensitivities for IR derivatives 1 1541 AllanJonathan Sun Feb 22, 15 03:22 PM
by AllanJonathan
New Posts ADE vs Crank Nicolson - Comparative Test   Pages: 1 2 Last 98 53192 Ciportne Tue Feb 17, 15 10:28 AM
by Cuchulainn
New Posts negative probability   Pages: 1 2 37 68585 Mirror Thu Feb 12, 15 07:05 PM
by Cuchulainn
New Posts Event study methodology? 0 1801 louiscarruthers Wed Feb 04, 15 04:17 PM
by louiscarruthers
New Posts How to eliminate butterfly arb in SVI ?   Pages: 1 2 22 3322 hdzhang Thu Jan 22, 15 03:14 AM
by hdzhang
New Posts How to calibrate stochastic model with time series? 4 2378 EdisonCruise Wed Jan 21, 15 02:11 AM
by EdisonCruise
New Posts Precomputed Sobol Sequence 2 2392 artinia Thu Jan 15, 15 09:44 AM
by quartz
New Posts Sobol Sequences and Dimensionality 2 3210 topi Tue Jan 13, 15 06:43 PM
by Dostoevsky
New Posts Help with SVI 10 34041 estimator Wed Jan 07, 15 05:50 AM
by LesleYLyu
New Posts Tests statistics - fmincon Matlab 4 2292 GT0000 Fri Jan 02, 15 09:11 AM
by GT0000
New Posts Why pricing American option by free-boundary method and MC? 5 2170 EdisonCruise Wed Dec 24, 14 10:48 AM
by Cuchulainn
New Posts Model short term electricity price 3 2278 randommess Mon Dec 22, 14 09:21 AM
by randommess
New Posts Hull & White [$]\vartheta[$] and numerical differentiation 10 2232 DoubleTrouble Thu Dec 18, 14 02:07 PM
by Cuchulainn
New Posts Two-factor UVM (Uncertain Volatility) Model   Pages: 1 2 20 3809 Cuchulainn Sat Dec 06, 14 11:09 AM
by Cuchulainn
New Posts Greeks with Monte Carlo simulation 2 2195 balasuk Fri Nov 28, 14 04:22 PM
by balasuk
New Posts Calculation methods for long/short position w rebalancing 0 1736 lampis Fri Nov 28, 14 01:21 PM
by lampis
New Posts where are the webbased quant tools? 18 2036 outrun Thu Nov 27, 14 09:01 PM
by outrun
Pages: [ 1 2 3 4 5 6 7 >> Next ]

FORUMS > Numerical Methods Forum

Forum Navigation:

© All material, including contents and design, copyright Wilmott Electronic Media Limited - FuseTalk 4.01 © 1999-2015 FuseTalk Inc. Terms & Conditions