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Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
Ken Abbott
Implementing Vasicek/Merton ASRF Model
Replies
0
Views
304
Ken Abbott
Ken Abbott
Brodie
Live Arbitrage Opportunity - Puzzle
Replies
4
Views
481
throll
T
V
Approximate a repo yield curve with a constant rate
Replies
0
Views
209
vfarge
V
D
Which option models are used in the industry?
Replies
8
Views
722
Daniel Duffy
Daniel Duffy
G
Moratorium/Delayed Cash Flows for IRS Valuation in QuantLib
Replies
0
Views
167
gouthamnarayanan
G
antoinesavine
Differential Machine Learning : novel ML algorithms with unreasonable effectiveness for pricing and risk approximations in finance
2
Replies
20
Views
2K
Dean
D
Eugenio De Maio
KTD - Kth to Deafult Swap Pricing with R
Replies
1
Views
350
Eugenio De Maio
Eugenio De Maio
M
Monte Carlo & VaR - Application Issues
Replies
0
Views
352
MattRobinson
M
E
Is there a square-root unscented kalman filter function in R?
Replies
0
Views
430
EricAO
E
M
Integrated Corporate Modeling
Replies
0
Views
428
ModtrisModeling
M
D
Questions on option pricing
Replies
9
Views
2K
quanttrader
Q
L
Dual Delta - probability of exercise?
Replies
0
Views
476
LVB
L
S
hw help
Replies
0
Views
492
swwf
S
J
Predicting realized volatility using Google Trends
Replies
1
Views
759
IntoDarkness
IntoDarkness
T
Interest paid on loans in Indirect Cash Flow Statement? How does it go?
Replies
1
Views
785
ApolloChariot
A
L
Calculation of the upper stochastic dominance bound of an option
Replies
0
Views
668
Lenin
L
Daniel Duffy
MSc Theses on Machine Learning and Computational Finance
Replies
5
Views
2K
Daniel Duffy
Daniel Duffy
E
How to caltulate the moments of risk neutral density of Shimko 1993
Replies
0
Views
841
ExcelMatlab
E
T
some doubts about answers to ticket line question from interview book
Replies
0
Views
757
Tenghui Lee
T
O
Trading desk Cost of Carry ( funding)
Replies
6
Views
2K
longgamma
longgamma
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