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| FORUMS > Numerical Methods Forum | Replies | Views | Originator | Last Post | |||||||
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VBA code to determine eigenvalues & eigenvectors... | 4 | 4475 | cchoong |
Tue Feb 09, 10 03:33 PM by Qazzt |
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Finite Element Method (FEM) for Option Pricing
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73 | 8330 | Cuchulainn |
Tue Feb 09, 10 02:51 PM by Alan |
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HEAT EQ. for the B.S.E | 1 | 167 | rkammogne |
Tue Feb 09, 10 12:51 PM by Cuchulainn |
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FD vs MC | 2 | 2474 | vineet20 |
Tue Feb 09, 10 07:17 AM by vineet20 |
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ADE vs ADI
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21 | 34133 | woodsdevil |
Mon Feb 08, 10 09:26 PM by Cuchulainn |
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New Approximation to the Normal Distribution Quantile Function | 5 | 1246 | PV |
Sun Feb 07, 10 10:07 PM by PV |
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Combining PDE and SDE models | 3 | 818 | Cuchulainn |
Sun Feb 07, 10 07:44 PM by Cuchulainn |
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(Very) Fast Finite Difference Schemes for n-factor Black Scholes
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28 | 83983 | Cuchulainn |
Sun Feb 07, 10 02:18 PM by Cuchulainn |
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Dynamic ADI
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42 | 8151 | Dcole |
Sat Feb 06, 10 11:34 AM by Cuchulainn |
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Stehfest algo for Laplace inversion question
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27 | 98035 | meteor |
Fri Feb 05, 10 03:54 AM by andres6185 |
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option pricing model with counter party risk | 2 | 1096 | bwchoi1 |
Thu Feb 04, 10 10:19 AM by Hansi |
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A robust Laplace inversion algorithm by Iseger | 6 | 22107 | ThinkDifferent |
Wed Feb 03, 10 11:23 PM by andres6185 |
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Basket Option greeks using Monte Carlo ? | 2 | 1926 | gwadkar |
Wed Feb 03, 10 05:13 PM by Keanu |
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basic stochastic calculus question on Ito | 5 | 5543 | monaG |
Wed Feb 03, 10 08:05 AM by GogolaAnita |
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Double no touch option | 8 | 29940 | PedroCalmanowitz |
Fri Jan 29, 10 07:46 PM by plaser |
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Cross-section of Ornstein Uhlenbeck simulations not lognormal? | 3 | 3348 | analystz |
Thu Jan 28, 10 08:38 PM by Stale |
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constraints multivariate GARCH | 0 | 2160 | magriz |
Thu Jan 28, 10 03:48 PM by magriz |
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Forecasting a GARCH (2,2) | 0 | 2292 | diji |
Wed Jan 27, 10 02:00 PM by diji |
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Curve smoothing - preserving mean value of a fitted curve | 2 | 2433 | energyTrading1 |
Mon Jan 25, 10 06:31 PM by jawabean |
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Monte Carlo Simulation and Cholesky Decomposition | 4 | 3510 | wannabquant |
Mon Jan 25, 10 09:18 AM by TinMan |
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Prewhitening Using GARCH | 3 | 3988 | dmrubins |
Thu Jan 21, 10 10:45 PM by APS |
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Heston multi-asset | 4 | 15298 | PinkLizard |
Thu Jan 21, 10 05:37 PM by Amb |
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t-copula implementation issues
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50 | 174468 | Stefanone |
Thu Jan 21, 10 02:22 AM by Poulomi |
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Help: minimizing a complicated cost function | 14 | 3267 | dushyantkumar1 |
Tue Jan 19, 10 01:07 AM by dushyantkumar1 |
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Lattice method in market model? | 1 | 4643 | yc4646 |
Mon Jan 18, 10 09:17 PM by mj |
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Quasi Monte Carlo in a basket of underlyings | 7 | 3579 | tkh |
Mon Jan 18, 10 08:54 PM by Lapsilago |
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Nonlinear regression | 0 | 2282 | scantor145 |
Mon Jan 18, 10 02:50 PM by scantor145 |
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How much faster is C++ compared to R? | 13 | 3958 | BornToBeTrader |
Mon Jan 18, 10 07:54 AM by APS |
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Nice easy one to start the year - Calculate Yield from bond future | 2 | 4883 | BGM |
Sun Jan 17, 10 01:03 PM by Gmike2000 |
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Well-posed initial boundary value problems (PDE)
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60 | 30493 | Cuchulainn |
Mon Jan 11, 10 05:35 PM by Alan |
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Stability of Trading Models | 1 | 3179 | hotzenplotz |
Fri Jan 08, 10 10:45 PM by outrun |
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Accurate computation of Harmonic Asian options | 15 | 3627 | sok |
Fri Jan 08, 10 06:06 PM by Alan |
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Second largest drawdown | 0 | 3329 | cschuster |
Wed Jan 06, 10 01:54 PM by cschuster |
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Hull-White single factor trinomial tree | 1 | 7691 | boykie |
Sat Jan 02, 10 06:01 PM by Quintenk |
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Nested Max() / Min() | 3 | 4317 | Scodrinon |
Thu Dec 31, 09 08:53 PM by AVt |
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Gauss-Hermite integration in 1-factor CDO model | 16 | 99109 | mikeoz |
Wed Dec 30, 09 01:10 AM by rw |
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Frank Copula estimation | 1 | 3923 | nicholasmyq |
Mon Dec 28, 09 10:10 PM by iamorlando |
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Help - Stochastic Volatility: Broadie and Kaya | 5 | 3595 | ChrisJones16 |
Mon Dec 28, 09 08:37 PM by Cuchulainn |
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How to convert FX swap prices into Cross CCy basis swap? | 0 | 3240 | blacken |
Sun Dec 27, 09 08:42 AM by blacken |
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More efficient way to solve a bond coupon than Newton? | 7 | 3469 | halik |
Fri Dec 25, 09 09:20 PM by AVt |
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| FORUMS > Numerical Methods Forum | |||||||||||