Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
J
Predicting realized volatility using Google Trends
Replies
1
Views
327
IntoDarkness
IntoDarkness
T
Interest paid on loans in Indirect Cash Flow Statement? How does it go?
Replies
1
Views
292
ApolloChariot
A
L
Calculation of the upper stochastic dominance bound of an option
Replies
0
Views
283
Lenin
L
Daniel Duffy
MSc Theses on Machine Learning and Computational Finance
Replies
5
Views
1K
Daniel Duffy
Daniel Duffy
E
How to caltulate the moments of risk neutral density of Shimko 1993
Replies
0
Views
460
ExcelMatlab
E
T
some doubts about answers to ticket line question from interview book
Replies
0
Views
387
Tenghui Lee
T
O
Trading desk Cost of Carry ( funding)
Replies
6
Views
958
longgamma
longgamma
E
Matlab code/VBA of Estimation of the Risk Neutral Density
Replies
7
Views
586
Daniel Duffy
Daniel Duffy
Sharism
Black implied volatility
Replies
1
Views
532
Sharism
Sharism
Q
EVE interest rate risk model
Replies
2
Views
567
Quantrookie
Q
A
Normal default probability vs forward default probability/conditional default
Replies
1
Views
1K
AppliedMath
A
W
Partial Derivatives of Index Straddle w.r.t. Index Constituents
Replies
0
Views
605
Will_Everett
W
A
Risk Metric calculation
Replies
1
Views
556
IntoDarkness
IntoDarkness
O
Understand and Model Cryptocurrencies Volatility Using GARCH Variants
Replies
0
Views
682
oxboz
O
A
ZABR (by Jesper Andreasen and Huge) vs SABR smile
Replies
3
Views
1K
Aber
A
A
Example of complex structured products on FX market?
Replies
0
Views
702
Aber
A
quantsmodelsbottles
Speeding up scipy.integrate.dblquad for updating Bayesian priors (credit rating probability of default model)
Replies
12
Views
904
Daniel Duffy
Daniel Duffy
L
CRR Binomial Tree Convertible Bond pricing (MATLAB)
Replies
14
Views
1K
LVB
L
Q
VaR of simulation of delta instruments deviates from the delta normal model
Replies
6
Views
991
Ken Abbott
Ken Abbott
D
Why the delta of ATM call option is slightly larger than 0.5?
Replies
8
Views
1K
quanttrader
Q
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