Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
A
Local Volatility with Example in Python
Replies
6
Views
404
Daniel Duffy
Daniel Duffy
gkiwix
Quantitative Risk Management, Log returns on Parametric Value at Risk
Replies
1
Views
301
Aber
A
M
VaR forward bond
Replies
1
Views
188
Ken Abbott
Ken Abbott
M
VaR Forward Bond
Replies
0
Views
140
MpazB
M
G
Asset selection for a portfolio
Replies
0
Views
119
gver
G
C
Option prices historical data for research
Replies
3
Views
647
astroamanj
A
J
Implementing a basic mean reversion & intraday returns
Replies
3
Views
1K
Archidamus
Archidamus
Y
FDM for Computational Finance
Replies
2
Views
360
Daniel Duffy
Daniel Duffy
A
Risk free rate in stochastic volatility model for FX options
Replies
1
Views
216
TheComplexUnit
TheComplexUnit
P
Pricing Forward Bond
Replies
0
Views
145
Pierluigi
P
T
Stulz Model and Monte Carlo Simulation
Replies
3
Views
325
Tito
T
S
pricing exotic options in a levy market with stochastic volatility
Replies
0
Views
128
smile_for_vol
S
Ernie
Pricing Structured derivatives
Replies
0
Views
162
Ernie
Ernie
S
Simple FX Swap valuation
Replies
4
Views
440
smashgh
S
B
Difference between two SMA interpretation
Replies
0
Views
206
Boonfly
B
Alice Liu
CGU: A Prolific Academic Season for Peng
Replies
0
Views
211
Alice Liu
Alice Liu
Archidamus
VIX calculation
Replies
2
Views
476
Archidamus
Archidamus
W
Properly Data choosing
Replies
3
Views
296
StephenKim
S
Archidamus
Volatility Smile and Shift from Spot
Replies
5
Views
422
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
You must log in or register to post here.
Top