Forum Navigation:

magazine

FORUMS > Technical Forum Replies Views Originator Last Post
Search Category: [ ADVANCED ]
There are currently 0 logged in users, and 42 guests browsing this category, making a total of 42.

Pages: [ 1 2 3 4 5 6 7 >> Next ]
New Posts SABR approximations - best practice?   Pages: 1 2 Last 68 50239 nielses Tue Nov 25, 14 05:43 PM
by scottstephens
New Posts Stochastic process with ACF [$]\exp(-s^2)[$] 2 188 cfp Tue Nov 25, 14 02:47 PM
by cfp
New Posts Pricing IRBS using Avg Arithmetic Fed Funds 1 143 rogered Mon Nov 24, 14 05:42 AM
by MaxwellSheffield
New Posts G2++ and markovian property 4 187 MaxwellSheffield Mon Nov 24, 14 05:39 AM
by MaxwellSheffield
New Posts Convexity Adjustment-Fed Funds/Libor basis spread 2 257 rogered Sun Nov 23, 14 06:13 PM
by rogered
New Posts tenor basis and currency basis swap pricing 1 184 spak Sun Nov 23, 14 02:49 AM
by MaxwellSheffield
New Posts Is the forwardSwapRate still a martingale in the multiCurve world? 3 255 BerndSchmitz Sun Nov 23, 14 02:04 AM
by MaxwellSheffield
New Posts From a volatility index to a volatility surface 12 375 pcerutti Sat Nov 22, 14 11:36 PM
by erstwhile
New Posts Copula implied by overlapping returns 1 150 erstwhile Sat Nov 22, 14 11:29 PM
by erstwhile
New Posts Calibration of Cheyette / Quasi Gaussian short rate model   Pages: 1 2 30 32371 Kiri Thu Nov 20, 14 03:56 PM
by Gamal
New Posts Is there a good way to predict using discrete fourier transform? 3 209 yyang Thu Nov 20, 14 07:58 AM
by neuroguy
New Posts Funding beyond discounting 10 2383 tw813 Wed Nov 19, 14 04:50 AM
by andrewk
New Posts Pricing of US vs European Basis swaps 0 204 rogered Tue Nov 18, 14 09:09 AM
by rogered
New Posts Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals   Pages: 1 2 Last 54 12090 Amin Mon Nov 17, 14 09:43 AM
by Amin
New Posts Average of Statistics and Principal Component Analysis 11 1081 pcerutti Thu Nov 13, 14 02:12 PM
by Cuchulainn
New Posts New stress test / risk model: The Economic Genome 3 343 MBSADVISORS Mon Nov 10, 14 11:06 PM
by trackstar
New Posts Can anyone price this basket option 4 1215 fordem Mon Nov 10, 14 06:59 PM
by MBSADVISORS
New Posts LSMC for bond options 3 507 Poskok2 Mon Nov 10, 14 06:49 PM
by MBSADVISORS
New Posts Sensitivity analysis in finance 10 188392 sergei Mon Nov 10, 14 06:46 PM
by MBSADVISORS
New Posts exercise prob via LS least square MC simulation 0 301 kelang Mon Nov 10, 14 04:20 PM
by kelang
New Posts Vanna and Risk Reversal sensitivity 2 69699 HITECH Sat Nov 08, 14 08:53 AM
by Engy
New Posts How to price an option on downgrade 8 538 karfey Thu Nov 06, 14 12:38 PM
by MHill
New Posts Delta-term surfaces question 1 354 mrzz Mon Nov 03, 14 06:44 PM
by sladner
New Posts estimate Hull White model parameters   Pages: 1 2 24 150800 noyghou Mon Nov 03, 14 03:07 PM
by quidni
New Posts FX option volatility 4 806 BlackFin123 Fri Oct 31, 14 06:35 AM
by cchoong
New Posts bloomberg FX stoc local vol model 15 8115 kelang Fri Oct 31, 14 05:56 AM
by cchoong
New Posts swaption realized volatility 12 660 mtsm Thu Oct 30, 14 02:23 AM
by bearish
New Posts Volatility smiles in practice 1 562 MiloRambaldi Tue Oct 28, 14 02:44 PM
by Alan
New Posts Brownian Bridge   Pages: 1 2 22 148922 Limassol3 Mon Oct 27, 14 04:12 PM
by Dostoevsky
New Posts HJM/Cheyette model with non-parametric local vol function ? 7 20277 woodsdevil Mon Oct 27, 14 02:30 PM
by Gamal
New Posts Sobol numbers from BRODA 8 141508 Suiunbek Mon Oct 27, 14 10:00 AM
by Dostoevsky
New Posts implementation of the SOBOL's sequences   Pages: 1 2 24 194093 mdekerever Sun Oct 26, 14 10:54 AM
by Dostoevsky
New Posts Delta of derivatives on futures contracts 1 476 af2tr Fri Oct 24, 14 02:20 PM
by Alan
New Posts What can we do during in delta-hedging when volatility increases? 7 609 EdisonCruise Fri Oct 24, 14 05:41 AM
by Engy
New Posts Copulas and implied vol of cc3/cc2 knowing implied vol surfaces of cc1/cc2 and cc1/cc3 : a 2D integration issue 1 2634 rockinsquat Thu Oct 16, 14 03:54 PM
by Venezia
New Posts Historical VaR for Bonds 6 691 almostcutmyhair Wed Oct 15, 14 06:21 AM
by Samsaveel
New Posts USD Swaption Volatility - VCAP21 & VCAP22 5 7271 frank82 Tue Oct 14, 14 12:07 PM
by RiskUser
New Posts Expected value of an option 11 941 maraai Sun Oct 12, 14 08:12 AM
by maraai
New Posts CDS par spread - Exact definition 6 676 lampalork Sat Oct 11, 14 07:38 PM
by pcaspers
New Posts Zero-coupon inflations wap accrued interest 3 563 quanteric Wed Oct 08, 14 12:25 PM
by Martinghoul
Pages: [ 1 2 3 4 5 6 7 >> Next ]

FORUMS > Technical Forum

Forum Navigation:

© All material, including contents and design, copyright Wilmott Electronic Media Limited - FuseTalk 4.01 © 1999-2014 FuseTalk Inc. Terms & Conditions