Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
J
Implementing a basic mean reversion & intraday returns
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3
Views
1K
Archidamus
Archidamus
Y
FDM for Computational Finance
Replies
2
Views
309
Daniel Duffy
Daniel Duffy
A
Risk free rate in stochastic volatility model for FX options
Replies
1
Views
161
TheComplexUnit
TheComplexUnit
P
Pricing Forward Bond
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0
Views
107
Pierluigi
P
T
Stulz Model and Monte Carlo Simulation
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3
Views
276
Tito
T
S
pricing exotic options in a levy market with stochastic volatility
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0
Views
83
smile_for_vol
S
Ernie
Pricing Structured derivatives
Replies
0
Views
120
Ernie
Ernie
S
Simple FX Swap valuation
Replies
4
Views
390
smashgh
S
B
Difference between two SMA interpretation
Replies
0
Views
170
Boonfly
B
CGU MFE
CGU: A Prolific Academic Season for Peng
Replies
0
Views
163
CGU MFE
CGU MFE
Archidamus
VIX calculation
Replies
2
Views
410
Archidamus
Archidamus
W
Properly Data choosing
Replies
3
Views
245
StephenKim
S
Archidamus
Volatility Smile and Shift from Spot
Replies
5
Views
360
StephenKim
S
T
Can you help me with my codes? I am having an error LNK2005. I am computing the option price for put and call using BS
2
Replies
26
Views
1K
Daniel Duffy
Daniel Duffy
F
Calculating option price from interest rate binomial tree
Replies
0
Views
240
Franjey
F
A
Derivation of Dupire equation
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0
Views
212
alialia
A
G
Vol Target Options
Replies
2
Views
233
gver
G
A
Betting Against Beta: How does portfolio construction work?
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0
Views
266
Aber
A
M
Option with additional condition
Replies
0
Views
203
MaryJane
M
M
Matlab (or Python) code for calibration of market option prices for variance gamma and CGMY model
Replies
0
Views
246
Marina_Popova
M
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