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New Posts [Andreasen 2005] Cheyette Model with Stoc Vol 1 255 tw813 Thu Jul 31, 14 05:45 PM
by Amin
New Posts Random Matrix Theory - Semicircle Law - Non positive definite matrices 7 431 almostcutmyhair Wed Jul 30, 14 10:53 AM
by quartz
New Posts Need Cap / floor Vol and forward swap curve data 1 208 tinoob Wed Jul 30, 14 12:48 AM
by Martinghoul
New Posts Portfolio concentration risk 2 276 quanteric Tue Jul 29, 14 11:52 AM
by MHill
New Posts Pricing residential mortgages portfolio 0 183 Nicethorn Mon Jul 28, 14 04:49 PM
by Nicethorn
New Posts Spread Option, Carmona Formula 9 517 Jhammer Fri Jul 25, 14 01:46 PM
by Jhammer
New Posts C# lib for Sabr / Sabr-Lmm calibration ? 0 397 tinoob Wed Jul 16, 14 03:08 PM
by tinoob
New Posts No-arbitrage SABR (Doust 2012) - Implementation Question 2 541 pcaspers Tue Jul 15, 14 07:23 PM
by pcaspers
New Posts C++ vs C#   Pages: 1 2 23 2977 surya2cents Mon Jul 14, 14 07:23 AM
by Cuchulainn
New Posts Bias in SABR/LMM 7 26434 Bazman2 Wed Jul 09, 14 01:08 PM
by wastora
New Posts characteristic function of VG, or NIG, or CGMY model? 10 1212 yeahmoon Sat Jul 05, 14 10:28 PM
by yeahmoon
New Posts OAS in Bloomberg for FRN's 0 497 stampeding Thu Jul 03, 14 04:01 PM
by stampeding
New Posts Yield Beta Calculation for Inflation Protected Securities 1 484 antaragini Thu Jul 03, 14 12:33 PM
by Martinghoul
New Posts rainbow 3assets. bloomberg pricer 1 516 dmv333 Thu Jul 03, 14 11:39 AM
by dmv333
New Posts Correlation Option 7 99138 asd Wed Jul 02, 14 09:47 PM
by ppauper
New Posts Price and quantity models 4 1280 Edgey Fri Jun 27, 14 04:04 PM
by BramJ
New Posts origin of the term Risk Reversal 3 692 PutorCall Thu Jun 26, 14 02:45 PM
by PutorCall
New Posts VaR with time series of unequal length 3 913 quidni Mon Jun 23, 14 09:16 PM
by MHill
New Posts IRS Forward rate calculation details 2 825 atomoxod151 Mon Jun 23, 14 08:41 AM
by atomoxod151
New Posts Help on master thesis around SABR-LMM 1 633 tinoob Sun Jun 22, 14 11:11 PM
by tinoob
New Posts Risk numbers for Swaps 10 1186 antaragini Wed Jun 18, 14 08:32 AM
by BigAndyD
New Posts Equity rotation 1 1524 PhDStudent Tue Jun 17, 14 05:31 PM
by PhDStudent
New Posts Basis swap = 0? 4 996 wormeer Tue Jun 17, 14 05:13 PM
by pimpel
New Posts Difference between OMS, EMS and Trade Capture system 0 811 kedarmehta Mon Jun 16, 14 07:37 PM
by kedarmehta
New Posts FVA for a fully collateralized swap 10 1207 caperover Mon Jun 16, 14 01:54 PM
by berndL
New Posts nth-to-default CDS - correlation skew 0 814 MaxCohen Mon Jun 16, 14 10:06 AM
by MaxCohen
New Posts approximate Jacobian calculation 6 1015 surya2cents Sun Jun 15, 14 11:31 PM
by bearish
New Posts Local stochastic volatility models: calibration and pricing 0 1312 FinancialAlex Thu Jun 12, 14 12:38 PM
by FinancialAlex
New Posts Bond Futures P&L 4 1047 LungKwan Wed Jun 11, 14 05:01 PM
by Martinghoul
New Posts matlab: modified Bassel fn of 3rd kind 15 89271 boy Wed Jun 11, 14 03:09 AM
by geneboo
New Posts Funding beyond discounting 9 1440 tw813 Fri Jun 06, 14 07:30 PM
by tula
New Posts Robust Portfolio Selection 3 1485 Steilermeier Fri Jun 06, 14 04:48 PM
by eh
New Posts Quanto CDS curve 6 198707 jayjay Fri Jun 06, 14 03:45 PM
by Yassine77
New Posts is Extended Kalman Filter really great for GARCH MLE ? 0 1034 showmustgoon Thu Jun 05, 14 08:17 AM
by showmustgoon
New Posts CVA calculation 2 1250 access1nash Thu Jun 05, 14 03:56 AM
by access1nash
New Posts OAS for callable bond 1 1106 antaragini Thu Jun 05, 14 12:36 AM
by bearish
New Posts FX cross volatility surface generation, again 3 1163 rockinsquat Wed Jun 04, 14 05:41 PM
by quartz
New Posts Half-Brownian increments 2 1175 eiriamjh Tue Jun 03, 14 04:04 PM
by eiriamjh
New Posts Robust and Practical Estimation for Measures of Tail Risk 0 1410 FinancialAlex Tue Jun 03, 14 01:54 PM
by FinancialAlex
New Posts Errors in Hagan's papers on LGM 2 1269 newbanker Fri May 30, 14 10:04 AM
by newbanker
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