C++ Programming for Financial Engineering
Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!

Python for Finance with Intro to Data Science
Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!

An Intuition-Based Options Primer for FE
Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Pricing, Modeling

Post thread

Implement financial models from papers. Learn derivatives products and concepts.

Filters

MSc Theses on Machine Learning and Computational Finance

Replies: 6

Views: 3K

11/23/20

Daniel Duffy

What are the boundary conditions for the Forward contract PDE?

Replies: 7

Views: 885

10/19/20

JohnLeM

Calculate Average Entry Price on Grid Order

Replies: 0

Views: 259

10/17/20

Nivvii

How to control an artificial intelligence with Support Vector Machines

Replies: 0

Views: 287

10/17/20

JohnLeM

Forward Contract on Zero-Coupon Bond

Replies: 1

Views: 309

10/6/20

Qui-Gon

Can someone help me understand why individual VaR is modelled seperately then combined together using correlations?

Replies: 6

Views: 1K

10/1/20

myndelsg

Portfolio Variance of Log Returns

Replies: 0

Views: 292

10/1/20

myndelsg

Accuracy of Explicit Euler method (finite difference) decreases as Δx decreases, shouldn't it increase?

Replies: 2

Views: 513

9/28/20

Daniel Duffy

How to perform Monte Carlo simulations to price a Forward contract under the Schwartz mean reverting model?

Replies: 0

Views: 322

9/22/20

Rabelais

How to prepare data for calibration

Replies: 0

Views: 263

9/19/20

Kalibabka

Floater with gearing/factor

Jvm
8/25/20

Replies: 2

Views: 338

8/26/20

Jvm

Zero Vs Fixed Coupon Bond volatility

Replies: 2

Views: 475

8/18/20

BullsI

Correlation of A-B and C-D kind of assets

sak
8/14/20

Replies: 1

Views: 426

8/16/20

EverythingPOINT

Interest paid on loans in Indirect Cash Flow Statement? How does it go?

Replies: 4

Views: 2K

8/16/20

ApolloChariot

Option with Financial KPI

Replies: 0

Views: 391

8/1/20

Valuation.alex

Implementing Vasicek/Merton ASRF Model

Replies: 0

Views: 583

6/20/20

Ken Abbott

Live Arbitrage Opportunity - Puzzle

Replies: 4

Views: 970

6/18/20

throll

Approximate a repo yield curve with a constant rate

Replies: 0

Views: 452

6/17/20

vfarge

Which option models are used in the industry?

Replies: 8

Views: 1K

6/8/20

Daniel Duffy

Moratorium/Delayed Cash Flows for IRS Valuation in QuantLib

Replies: 0

Views: 398

6/6/20

gouthamnarayanan