Forum Navigation:

magazine

FORUMS > Technical Forum Replies Views Originator Last Post
Search Category: [ ADVANCED ]
There are currently 1 logged in users, and 30 guests browsing this category, making a total of 31.

Pages: [ 1 2 3 4 5 6 7 >> Next ]
New Posts optimal calibration 1 99 MatthieuHanet Tue Sep 16, 14 07:53 PM
by pcaspers
New Posts Libor 1 Month Cap/Floor 2 261 Hugo60 Sat Sep 13, 14 03:54 PM
by pcaspers
New Posts American Swaptions 12 191635 SanFranCA2002 Thu Sep 11, 14 01:55 AM
by zee4
New Posts Default market convention for EOM swaps 2 44914 vcavallino Tue Sep 09, 14 08:38 PM
by Martinghoul
New Posts Properties of a function defined by an integral   Pages: 1 2 21 1116 Alan Mon Sep 08, 14 06:54 PM
by Cuchulainn
New Posts Convexity in valuation of OIS swaps 2 369 BerndSchmitz Fri Sep 05, 14 04:33 PM
by BerndSchmitz
New Posts Can anyone price this basket option 3 466 fordem Thu Sep 04, 14 09:26 PM
by Cuchulainn
New Posts Help with the log likelihood function of the NIG distribution 5 275 daveangel Wed Sep 03, 14 11:54 PM
by amike
New Posts Most efficient vector construction for Dynamic Time Warping 0 234 molecool Wed Sep 03, 14 10:41 AM
by molecool
New Posts gaussian filter blur <-> orthogonal polynomials regression? 3 288 outrun Tue Sep 02, 14 04:28 PM
by outrun
New Posts What is Bloomberg's "US Dollar Swaps (30/360, S/A) curve exactly? 2 450 JohanEmil Sat Aug 30, 14 11:39 AM
by JohanEmil
New Posts Conventions and best practice for bootstrapping USD overnight curve 10 708 ametrano Thu Aug 28, 14 11:02 AM
by Martinghoul
New Posts VaR with SABR Model 1 30114 realwindfly Wed Aug 27, 14 11:46 AM
by RiskUser
New Posts Lower Bounds of B-S Implied Volatility - draft   Pages: 1 2 Last 72 1714 larryrichards Tue Aug 26, 14 09:51 PM
by BramJ
New Posts Solution of Stochastic Volatility Models using Variance Transition Probabilities and Path Integrals   Pages: 1 2 35 10179 Amin Tue Aug 26, 14 05:23 PM
by savr
New Posts Longest historical period of implied volatility data available? 1 370 Church Tue Aug 26, 14 01:29 PM
by acastaldo
New Posts Bond Futures P&L 5 1646 LungKwan Tue Aug 26, 14 11:02 AM
by LungKwan
New Posts Correlation Sensitivity 0 354 LungKwan Tue Aug 26, 14 08:10 AM
by LungKwan
New Posts [Andreasen 2005] Cheyette Model with Stoc Vol 16 1309 tw813 Tue Aug 26, 14 05:12 AM
by trademaster
New Posts Delta and Gamma for call spread using KI-barrier options 2 437 JohanEmil Sun Aug 24, 14 09:24 PM
by bearish
New Posts quasi gaussian model - blow up 0 366 tw813 Sun Aug 24, 14 01:43 PM
by tw813
New Posts mid curve swaptions 6 3204 surya2cents Fri Aug 22, 14 04:40 AM
by ThinkDifferent
New Posts Real Time Support Vector Machine 2 476 molecool Thu Aug 21, 14 05:17 PM
by molecool
New Posts Price bermudans with LGM using PDE 7 730 liuzaogui Thu Aug 21, 14 10:13 AM
by ThinkDifferent
New Posts FVA for a fully collateralized swap 11 1842 caperover Wed Aug 20, 14 11:28 PM
by Rozzer
New Posts How to hedge volatility swap? 0 441 EdisonCruise Wed Aug 20, 14 11:17 AM
by EdisonCruise
New Posts Spread Option, Carmona Formula 10 1162 Jhammer Wed Aug 20, 14 02:19 AM
by trademaster
New Posts About FX market making 2 562 flymelody Mon Aug 18, 14 03:20 AM
by bearish
New Posts CDS price sensitivity wrt LGD 3 540 almostcutmyhair Fri Aug 15, 14 10:08 PM
by almostcutmyhair
New Posts Sensitivity to volatility of a basket option 4 542 galboul Fri Aug 15, 14 06:28 PM
by galboul
New Posts Liquidity's Impact On Gamma Positions 12 644 hrad Fri Aug 15, 14 05:37 PM
by EBal
New Posts Volatility Arbitrage Intraday 8 808 pepiolas Wed Aug 13, 14 09:49 PM
by outrun
New Posts Historical Correlation - Hull White 1F Cross Currency 1 616 frank82 Fri Aug 08, 14 09:14 PM
by bearish
New Posts Any other method to reduce option price for investor? 1 618 EdisonCruise Fri Aug 08, 14 07:56 PM
by sladner
New Posts Portfolio strategies from a risk management perspective 0 565 FinancialAlex Fri Aug 08, 14 12:54 PM
by FinancialAlex
New Posts Pricing a Balance Guaranteed Swap on MBS 2 37787 hongjiren2000 Wed Aug 06, 14 08:29 PM
by Orbit
New Posts Collateral Management 0 678 ancast Tue Aug 05, 14 10:19 AM
by ancast
New Posts Random Matrix Theory - Semicircle Law - Non positive definite matrices 7 1018 almostcutmyhair Wed Jul 30, 14 10:53 AM
by quartz
New Posts Need Cap / floor Vol and forward swap curve data 1 796 tinoob Wed Jul 30, 14 12:48 AM
by Martinghoul
New Posts Portfolio concentration risk 2 861 quanteric Tue Jul 29, 14 11:52 AM
by MHill
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