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New Posts Kolmogorov forward PDE and Leverage function 9 167 deltaensae Fri Apr 18, 14 03:14 PM
by deltaensae
New Posts COS implementation---Heston American option 0 74 aborna Thu Apr 17, 14 10:33 AM
by aborna
New Posts Fast Fourier vs COS method   Pages: 1 2 24 24708 frolloos Thu Apr 17, 14 10:30 AM
by aborna
New Posts Heston Local stochastiv vol, Fokker-Planck Equation 11 268 deltatwo Wed Apr 16, 14 04:40 PM
by Cuchulainn
New Posts Hull&White Monte Carlo pricing 3 526 aguelmame Fri Apr 11, 14 10:57 PM
by BenjG
New Posts Closed Form Least Squares Fit of y=(A+Bt)*Sin(kt + C)? 5 244 MartinGale7 Wed Apr 09, 14 04:25 PM
by Cuchulainn
New Posts Copulas and implied vol of cc3/cc2 knowing implied vol surfaces of cc1/cc2 and cc1/cc3 : a 2D integration issue 4 339 rockinsquat Fri Apr 04, 14 12:56 PM
by Cuchulainn
New Posts Hull White Equity Vol Correction 2 253 jplar31 Wed Apr 02, 14 07:43 PM
by jplar31
New Posts Help! Equity Clawback Valuation 0 326 dcmjlive Tue Mar 25, 14 11:43 AM
by dcmjlive
New Posts Multidimensional binomial trees 11 654 JohanSollie Fri Mar 21, 14 07:33 PM
by JohanSollie
New Posts Finite difference method for SABR 7 1074 bassemus49 Wed Mar 19, 14 11:57 AM
by logos01
New Posts Hull-White Discretization Scheme in MonteCarlo Simulation 6 835 JinhuaColin Tue Mar 18, 14 12:45 PM
by JohnGu
New Posts Intro to Copula   Pages: 1 2 25 24193 loooooo Thu Feb 27, 14 04:41 PM
by gtorrent
New Posts Numerical Integration when Integrand Sucks 12 3600 Orbit Tue Feb 25, 14 09:09 PM
by outrun
New Posts hedge options portfolio 8 823 fedross Fri Feb 21, 14 12:48 PM
by fedross
New Posts Help! The boundary conditions of American asian option? Thank you 11 22013 fanyl Sun Feb 16, 14 06:26 PM
by Cuchulainn
New Posts Regression on different frequencies predictors 9 1191 mnafakh Wed Feb 12, 14 10:51 AM
by quartz
New Posts How to find the best Bayesian posterior distribution given observed data? 10 1634 deano1949 Thu Jan 23, 14 07:03 PM
by AnalyticalVega
New Posts FD for uncertain volatiliy model on portfolio   Pages: 1 2 Last 70 32680 BramJ Sun Jan 19, 14 05:42 PM
by Cuchulainn
New Posts Parallel Programming for Multivariate Lattices 2   Pages: 1 2 23 2656 Cobold Thu Jan 09, 14 08:52 PM
by GiuseppeAlesii
New Posts The Color Greek and the Finite Differences Method 6 1232 LBL Thu Jan 09, 14 02:42 PM
by pcaspers
New Posts Most efficient and accurate way to calculate bond yield   Pages: 1 2 Last 63 25223 Cuchulainn Tue Jan 07, 14 08:06 PM
by Cuchulainn
New Posts Parametric VaR : How to calculate the correlation of a portfolio ? 2 3302 Quassquoo Fri Jan 03, 14 11:24 PM
by MHill
New Posts exchange rate VS floating rate Swap PDE 1 1300 AllanJonathan Wed Jan 01, 14 03:50 PM
by Cuchulainn
New Posts Pricing Basket Options using Black-Scholes by BDF2 after using PCA for dimension reduction 17 2019 radhikanangia Mon Dec 23, 13 01:44 PM
by spursfan
New Posts Black-Litterman optimization doesn't work 2 1909 kaveh Wed Dec 18, 13 03:21 PM
by kaveh
New Posts Modeling of the Black Swan events 3 2207 pawelach Mon Dec 16, 13 02:31 PM
by teaplus1
New Posts Find eigenvalues of the coupled differential equations 19 68913 lqkhai Mon Dec 09, 13 10:32 PM
by MariannaSweden
New Posts Extended Kalman Filter Fong Vasicek Model 3 13910 jeavom Thu Dec 05, 13 02:05 PM
by jeavom
New Posts statistical tests for stochastic dominance 0 1737 maratikus Wed Nov 20, 13 05:12 PM
by maratikus
New Posts Looking for tough integrals   Pages: 1 2 Last 148 6371 And2 Sat Nov 16, 13 12:17 PM
by Cuchulainn
New Posts Calibration Local Volatility (Andrease)   Pages: 1 2 31 9521 dnxaque Fri Nov 15, 13 12:58 PM
by Lapsilago
New Posts Calibrating Hull-White in Excel 5 3236 maraai Tue Oct 22, 13 05:36 PM
by DavidJN
New Posts Asset allocation under historical simulation-based VaR constraint 4 2367 agostino Sat Oct 12, 13 04:38 PM
by agostino
New Posts Efficient choosing algorithm   Pages: 1 2 34 3217 chewwy Fri Oct 11, 13 07:58 AM
by outrun
New Posts Numerical integration of Covariance matrix 16 2685 Jeriot Sun Oct 06, 13 05:00 PM
by Cuchulainn
New Posts Something to do with clustering? 6 2385 lostandfound Mon Sep 30, 13 02:20 AM
by lostandfound
New Posts central difference and reflectional symmetry ? 11 2306 omidfuture Sun Sep 29, 13 12:28 PM
by omidfuture
New Posts Random numbers in Monte Carlo simulation 14 37454 huayen Sun Sep 29, 13 08:43 AM
by outrun
New Posts Historical Database of Macro News with Impact on Financial Markets 6 2322 trekianov Thu Sep 26, 13 02:15 AM
by Hansi
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