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| FORUMS > Technical Forum | Replies | Views | Originator | Last Post | |||||||
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VBA_code instead_of norminv(rand();x:y) | 2 | 507 | Asif |
Fri Jul 30, 10 11:39 PM by eh |
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Levenberg-Marquardt for Heston Calibration
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21 | 155666 | hunting |
Fri Jul 30, 10 04:13 AM by OPTION88 |
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Theoretical Value of Future on Bund | 3 | 925 | Benjamin1977 |
Thu Jul 29, 10 07:24 PM by Martinghoul |
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treasury spreads | 1 | 437 | kitgzz |
Thu Jul 29, 10 07:34 AM by Martinghoul |
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SABR model with extra param controlling the volofvol smile | 1 | 1409 | doublebarrier2000 |
Wed Jul 28, 10 11:30 PM by doublebarrier2000 |
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BS Implied Vol sensitivity from SVJ model parameters | 3 | 774 | spruceyang |
Wed Jul 28, 10 04:41 PM by Alan |
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10 Y Swap Rate | 6 | 812 | Benjamin1977 |
Wed Jul 28, 10 10:14 AM by Martinghoul |
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Synthetic Future on European Bonds | 1 | 1435 | Benjamin1977 |
Tue Jul 27, 10 07:48 AM by Gmike2000 |
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PD Estimator on dynamic portfolio | 1 | 1218 | pcaspers |
Mon Jul 26, 10 09:47 PM by va1210 |
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Skew - Exotic Equity Derivatives | 2 | 1752 | munroto |
Mon Jul 26, 10 11:19 AM by daveangel |
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Super hedging of vanilla options | 0 | 938 | wlangson |
Mon Jul 26, 10 11:07 AM by wlangson |
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A question on Kullback?Leibler divergence | 7 | 1504 | SU2 |
Sun Jul 25, 10 10:24 AM by frenchX |
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99% VaR of selling a option (call) | 2 | 1715 | cliveccc1122 |
Sat Jul 24, 10 09:02 AM by daveangel |
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CGMM: estimation based on the charact. func. | 2 | 1866 | torel |
Sat Jul 24, 10 07:41 AM by torel |
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eigendecomposition property | 5 | 1542 | Shtrauss |
Fri Jul 23, 10 02:56 PM by Orbit |
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Synthetic Future on Bund | 0 | 1278 | Benjamin1977 |
Fri Jul 23, 10 12:20 PM by Benjamin1977 |
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Calculating the BS-Vega equivalent in a jump-diffusion model | 0 | 1101 | shefa |
Fri Jul 23, 10 12:13 PM by shefa |
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Simulation of Spot Price - Pilipovic Two-Factor Model | 1 | 28364 | Duilio |
Fri Jul 23, 10 01:19 AM by Orbit |
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Rollerball with worst-of feature | 0 | 1011 | adirondack |
Fri Jul 23, 10 12:06 AM by adirondack |
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Basel norm in commodity business | 0 | 985 | ronm |
Thu Jul 22, 10 06:47 PM by ronm |
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SABR approximations - best practice?
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32 | 6191 | nielses |
Thu Jul 22, 10 05:35 AM by Kerkabanac |
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G2++ calibrate CMS spreads | 10 | 2800 | DFT |
Wed Jul 21, 10 04:43 PM by DFT |
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what is the difference between sticky by delta and sticky by strike?? | 4 | 1086 | OPTION88 |
Wed Jul 21, 10 03:54 PM by jfuqua |
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How does Renaissance Technologies invest? | 15 | 21705 | veritas1 |
Wed Jul 21, 10 02:35 PM by farmer |
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price of exotic option | 2 | 1368 | tennis89 |
Tue Jul 20, 10 11:12 AM by amit7ul |
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Downsides of Kendall's Tau vs. Pearson's Coefficient | 5 | 2716 | RETard |
Mon Jul 19, 10 12:19 PM by erstwhile |
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building implied volatility surface | 5 | 3479 | recepyakar |
Mon Jul 19, 10 10:09 AM by recepyakar |
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Couple of rate derivative questions | 0 | 1089 | Money |
Mon Jul 19, 10 09:18 AM by Money |
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hedging Vega form principal components. | 2 | 2844 | sugvesta2 |
Mon Jul 19, 10 08:39 AM by sugvesta2 |
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volatility estimation from tick data | 3 | 17153 | gelfand |
Sun Jul 18, 10 04:59 PM by Hazardeur |
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ρ (rho) in the LHP (Large Homogeneous Pool) model | 5 | 1485 | onlyaxel |
Sun Jul 18, 10 09:16 AM by pcaspers |
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ATM Swaption Liquidity | 6 | 27778 | pascal2006 |
Fri Jul 16, 10 06:40 PM by aekara |
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Eur 1m swap conventions | 4 | 1583 | pcaspers |
Fri Jul 16, 10 09:48 AM by pcaspers |
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Optimal Parameters | 11 | 1899 | humtumiit |
Fri Jul 16, 10 03:20 AM by humtumiit |
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Hodrick-Prescott Filter | 3 | 10372 | ldm |
Fri Jul 16, 10 01:20 AM by ldm |
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Forward in Black Scholes | 2 | 2009 | VegaTerian |
Wed Jul 14, 10 11:29 AM by VegaTerian |
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Brownian Bridge | 12 | 122914 | Limassol3 |
Wed Jul 14, 10 09:07 AM by eh |
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What is currently the "best" way to forecast volatility? | 2 | 3595 | veritas1 |
Tue Jul 13, 10 07:18 PM by horacioaliaga |
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Practitioners' use of convexity correction in Commodities | 0 | 1570 | FinancialAlex |
Tue Jul 13, 10 04:06 AM by FinancialAlex |
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Bloomberg v3 Com Data Control & MS Access | 1 | 1501 | JT112 |
Tue Jul 13, 10 01:21 AM by JT112 |
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| FORUMS > Technical Forum | |||||||||||
