Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
E
How to caltulate the moments of risk neutral density of Shimko 1993
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0
Views
283
ExcelMatlab
E
T
some doubts about answers to ticket line question from interview book
Replies
0
Views
268
Tenghui Lee
T
O
Trading desk Cost of Carry ( funding)
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6
Views
802
longgamma
longgamma
E
Matlab code/VBA of Estimation of the Risk Neutral Density
Replies
7
Views
426
Daniel Duffy
Daniel Duffy
Sharism
Black implied volatility
Replies
1
Views
397
Sharism
Sharism
Q
EVE interest rate risk model
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2
Views
428
Quantrookie
Q
Daniel Duffy
MSc Theses on Machine Learning and Computational Finance
Replies
4
Views
684
Daniel Duffy
Daniel Duffy
A
Normal default probability vs forward default probability/conditional default
Replies
1
Views
883
AppliedMath
A
W
Partial Derivatives of Index Straddle w.r.t. Index Constituents
Replies
0
Views
477
Will_Everett
W
A
Risk Metric calculation
Replies
1
Views
437
IntoDarkness
IntoDarkness
O
Understand and Model Cryptocurrencies Volatility Using GARCH Variants
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0
Views
556
oxboz
O
A
ZABR (by Jesper Andreasen and Huge) vs SABR smile
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3
Views
1K
Aber
A
A
Example of complex structured products on FX market?
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0
Views
588
Aber
A
quantsmodelsbottles
Speeding up scipy.integrate.dblquad for updating Bayesian priors (credit rating probability of default model)
Replies
12
Views
760
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
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6
Views
857
Ken Abbott
Ken Abbott
D
Why the delta of ATM call option is slightly larger than 0.5?
Replies
8
Views
806
quanttrader
Q
Daniel Duffy
Computing sensitivities/greeks in computational finance, optimization and Machine Learning (ML): the Candidates
Replies
6
Views
789
ExSan
ExSan
B
Show that european call, put with same maturity and strike are equal iff strike=forward price
Replies
2
Views
486
barrycohen
B
A
Local Volatility with Example in Python
Replies
6
Views
1K
Daniel Duffy
Daniel Duffy
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