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New Posts Spectral Decomposition 2 43 CrimsonKodo Wed Mar 04, 15 02:46 PM
by CrimsonKodo
New Posts G2++ Risk measure Pricing <> Forward measure pricing 2 827 MaximusDecimus Mon Mar 02, 15 07:44 PM
by Orbit
New Posts Dynamic Creation of Pseudorandom Number Generators   Pages: 1 2 Last 104 1974 Cuchulainn Sat Feb 28, 15 05:01 PM
by pcaspers
New Posts construction of yield curves 15 16058 dnxaque Mon Feb 23, 15 08:17 PM
by Orbit
New Posts iv for all and all for iv   Pages: 1 2 Last 86 3654 tthrift Sun Feb 22, 15 08:23 PM
by AVt
New Posts Numerical sensitivities for IR derivatives 1 581 AllanJonathan Sun Feb 22, 15 03:22 PM
by AllanJonathan
New Posts ADE vs Crank Nicolson - Comparative Test   Pages: 1 2 Last 98 52158 Ciportne Tue Feb 17, 15 10:28 AM
by Cuchulainn
New Posts negative probability   Pages: 1 2 37 67498 Mirror Thu Feb 12, 15 07:05 PM
by Cuchulainn
New Posts Event study methodology? 0 1011 louiscarruthers Wed Feb 04, 15 04:17 PM
by louiscarruthers
New Posts Is HJB equation a local or global optimum? 0 1207 EdisonCruise Thu Jan 29, 15 06:27 AM
by EdisonCruise
New Posts How to eliminate butterfly arb in SVI ?   Pages: 1 2 22 2435 hdzhang Thu Jan 22, 15 03:14 AM
by hdzhang
New Posts How to calibrate stochastic model with time series? 4 1600 EdisonCruise Wed Jan 21, 15 02:11 AM
by EdisonCruise
New Posts Precomputed Sobol Sequence 2 1701 artinia Thu Jan 15, 15 09:44 AM
by quartz
New Posts Sobol Sequences and Dimensionality 2 2530 topi Tue Jan 13, 15 06:43 PM
by Dostoevsky
New Posts Help with SVI 10 33564 estimator Wed Jan 07, 15 05:50 AM
by LesleYLyu
New Posts Tests statistics - fmincon Matlab 4 1914 GT0000 Fri Jan 02, 15 09:11 AM
by GT0000
New Posts Why pricing American option by free-boundary method and MC? 5 1787 EdisonCruise Wed Dec 24, 14 10:48 AM
by Cuchulainn
New Posts Model short term electricity price 3 1896 randommess Mon Dec 22, 14 09:21 AM
by randommess
New Posts Hull & White [$]\vartheta[$] and numerical differentiation 10 1823 DoubleTrouble Thu Dec 18, 14 02:07 PM
by Cuchulainn
New Posts Two-factor UVM (Uncertain Volatility) Model   Pages: 1 2 20 3276 Cuchulainn Sat Dec 06, 14 11:09 AM
by Cuchulainn
New Posts Greeks with Monte Carlo simulation 2 1781 balasuk Fri Nov 28, 14 04:22 PM
by balasuk
New Posts Calculation methods for long/short position w rebalancing 0 1359 lampis Fri Nov 28, 14 01:21 PM
by lampis
New Posts where are the webbased quant tools? 18 1655 outrun Thu Nov 27, 14 09:01 PM
by outrun
New Posts The Induced Dimension Reduction method (IDR) for solving Linear Systems of Equations 1 1081 outrun Mon Nov 24, 14 04:09 PM
by Cuchulainn
New Posts What algorithm to solve this integral similar to a normal CDF numerically?   Pages: 1 2 22 1906 Steve06 Wed Nov 12, 14 07:46 AM
by Cuchulainn
New Posts VBA code to determine eigenvalues & eigenvectors... 7 47378 cchoong Wed Nov 12, 14 06:08 AM
by cchoong
New Posts Pricing Barrier Options Using a Crank-Nicolson Scheme 16 2159 yihan360 Fri Nov 07, 14 12:29 PM
by Cuchulainn
New Posts Pricing basket options with local volatility 0 1088 balasuk Thu Nov 06, 14 08:03 PM
by balasuk
New Posts Bond Option through finite difference 2 1258 AllanJonathan Wed Nov 05, 14 08:37 PM
by AllanJonathan
New Posts FD for uncertain volatiliy model on portfolio   Pages: 1 2 Last 71 36576 BramJ Tue Nov 04, 14 12:56 PM
by Cuchulainn
New Posts Normal vol 4 1288 cchoong Sat Nov 01, 14 05:25 AM
by cchoong
New Posts Optimization for hedging portfolio 5 1370 cchoong Fri Oct 31, 14 10:11 AM
by LocalVolatility
New Posts MC for Boundary Exercise American Option 1 1115 irmapalupi4488 Fri Oct 31, 14 09:47 AM
by LocalVolatility
New Posts Using Finite DIfference to price Asians 15 98618 redsss Fri Oct 31, 14 05:16 AM
by b4byZ
New Posts Finite difference - CFD technique   Pages: 1 2 Last 482 229573 blade Fri Oct 31, 14 05:00 AM
by b4byZ
New Posts Stochastic volatility and jumps 0 1097 b4byZ Fri Oct 31, 14 03:58 AM
by b4byZ
New Posts Multi-objective optimization method to match buyers and sellers in an exchange 1 1180 louiscarruthers Wed Oct 22, 14 08:36 PM
by outrun
New Posts I have a c code for Sobol sequence generation 13 53765 chhu Thu Oct 16, 14 06:53 PM
by Dostoevsky
New Posts Levy HJM 0 1249 mesiasalfeus Wed Oct 15, 14 07:16 AM
by mesiasalfeus
New Posts Pairs trading threshold 3 1659 milano Mon Oct 13, 14 09:07 PM
by milano
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