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New Posts Basket options with stoch vol 0 30 frolloos Tue Jul 07, 15 07:07 PM
by frolloos
New Posts Black76 anomaly 3 171 maraai Mon Jul 06, 15 01:58 PM
by maraai
New Posts bloomberg FX stoc local vol model 16 9973 kelang Sat Jul 04, 15 07:47 PM
by cosmologist
New Posts Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals   Pages: 1 2 Last 65 16346 Amin Fri Jul 03, 15 12:42 PM
by Amin
New Posts Phd thesis ;- Modelling Credit risk under jump diffusion, extending the Merton Model 4 528 Tedypendah Fri Jul 03, 15 02:20 AM
by Alan
New Posts Density of Stochastic Differential Equations with Stochastic Calculus of Standard Deviations   Pages: 1 2 Last 71 6051 Amin Thu Jul 02, 15 08:54 PM
by Amin
New Posts up to date reference on curves construction and risk 0 268 mtsm Wed Jul 01, 15 02:25 PM
by mtsm
New Posts Term structure of theta 4 427 Tedypendah Tue Jun 30, 15 02:49 PM
by Tedypendah
New Posts JPY OIS curve--how to build 1 488 karfey Mon Jun 29, 15 08:28 PM
by Martinghoul
New Posts Pricing FX Binary Options 4 681 AlmostSurely Sat Jun 27, 15 01:55 AM
by AlmostSurely
New Posts Yield Curve Issues for overlapping instruments 3 690 GoldDigga Sun Jun 21, 15 07:12 PM
by GoldDigga
New Posts Illiquid option market calibration 0 542 AllanJonathan Sun Jun 21, 15 03:08 AM
by AllanJonathan
New Posts Conventions and best practice for bootstrapping USD overnight curve 11 3039 ametrano Thu Jun 18, 15 04:42 PM
by londoner
New Posts Inflation Swaps / Turn of month (again) 8 1261 pcaspers Thu Jun 18, 15 09:48 AM
by pcaspers
New Posts Risk Weighted Assets 3 1004 BornToBeTrader Sat Jun 13, 15 06:19 PM
by amike
New Posts Instantaneous Forward rates 5 1259 AtManZen Wed Jun 10, 15 12:57 PM
by karfey
New Posts Help to establish possible formulas for Stochastic Calculus of Standard Deviations 0 932 Amin Mon Jun 08, 15 02:36 PM
by Amin
New Posts quick q on butterfly swap spreads 2 1085 karfey Fri Jun 05, 15 11:19 AM
by Martinghoul
New Posts CPPI simulation fails 1987 Black Monday Shock 2 1388 Tedypendah Mon Jun 01, 15 06:15 PM
by mutley
New Posts Convertible Bond Contigent Conversion 15 189095 kulmoedee Fri May 29, 15 08:43 AM
by vgkouli
New Posts Measure Adjusted Hedging in LMM 4 1126 japanstar Fri May 29, 15 03:20 AM
by japanstar
New Posts Incremental Risk Charge 4 3325 quant83 Thu May 28, 15 08:23 PM
by ishakh
New Posts LCH Smart Tool Source Code 0 1043 pcaspers Thu May 28, 15 03:37 PM
by pcaspers
New Posts payoff scripting for Monte Carlo in Quantlib 5 1324 ishakh Wed May 27, 15 06:48 PM
by ishakh
New Posts frn discount margin with a floor 0 974 Magnyz Wed May 27, 15 11:28 AM
by Magnyz
New Posts Validating the Bloomberg sticky delta for FX options 0 876 TimX Wed May 27, 15 10:32 AM
by TimX
New Posts SURE (Seemingly Unrelated Regression) with MA (moving average error) ??????? 6 105998 becoolja Tue May 26, 15 03:12 PM
by juancard4
New Posts Expected Value of a Put option hedge on a basket of assets!   Pages: 1 2 26 2877 Tedypendah Sun May 24, 15 03:23 PM
by Tedypendah
New Posts Indicator regressions: standard errors 5 868 Gerry105 Sun May 24, 15 10:46 AM
by kermittfrog
New Posts Confusion about paragraph in Mercurio's 'Pricing Inflation-Indexed Derivatives' 2 1919 LarsMaurath Sat May 23, 15 12:28 PM
by LarsMaurath
New Posts Yield on coupon bearing bonds vs ZCB 6 908 Tedypendah Thu May 21, 15 04:48 PM
by Martinghoul
New Posts Good reference for RWA, SLA and capital charges 5 2899 mixmasterdeik Thu May 21, 15 09:45 AM
by pimpel
New Posts Risk Neutral Valuation 11 1920 muaddib Thu May 14, 15 11:00 PM
by crmorcom
New Posts PnL Attribution Q : Cross effect or Cross Gamma ? How do I measure this ? 0 956 Venkster Wed May 13, 15 12:14 AM
by Venkster
New Posts LMM Markovian Projection per Andersen/Piterbarg in Practice. 3 1024 rh303 Tue May 12, 15 11:53 AM
by Gamal
New Posts Moments in a Stochastic Volatility Model with Jumps 7 1638 Phunfactory Fri May 08, 15 03:10 PM
by kermittfrog
New Posts Jarrow-Yildirim inflation model: strange observation. 3 11489 BustopherJones Thu May 07, 15 02:58 PM
by Orbit
New Posts SABR Parameter Time-Series Instability 6 1382 shrtvega Wed May 06, 15 04:44 AM
by Alan
New Posts integrated CIR process 9 8425 CroackingToad Fri May 01, 15 08:21 PM
by chufateng
New Posts Formula for Combining Call and Put Vols 2 1267 muaddib Thu Apr 30, 15 11:40 PM
by muaddib
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