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Pricing, Modeling

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Implement financial models from papers. Learn derivatives products and concepts.
wannabe_quantpm
Meaning of signals -- hedge-funds
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wannabe_quantpm
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FDBS
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alen.pavlovic
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max_cn
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Expected shortfall of a portfolio
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MANISH ARORA
MANISH ARORA
A
Good Explanation for what causes the Volatility Smile
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2
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SVIFit
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CrossGamma
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Daniel Duffy
Daniel Duffy
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Simple question about an equity forward price
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538
IntoDarkness
IntoDarkness
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Interest paid on loans in Indirect Cash Flow Statement? How does it go?
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Yevgeniy
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Daniel Duffy
MSc Theses on Machine Learning and Computational Finance
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Daniel Duffy
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A position with positive Gamma & Theta
Replies
1
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722
CrossGamma
C
S
A position with positive Gamma and Theta
Replies
0
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557
sevaus
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State-contigent claims - Option Pricing
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605
Holler
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Efficient Frontier looks weird
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1
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764
Onegin
O
smartleo
$50 Amazon gift card as appreciation if someone can help me figure out this model
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0
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845
smartleo
smartleo
longgamma
ADR/GDR fungibility to ordinary lines
Replies
3
Views
746
EverythingPOINT
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markyscalping
Strategy Testing EA in MT4
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0
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652
markyscalping
markyscalping
Pintos Lautaro
Short rate model to an entire yield curve
Replies
0
Views
764
Pintos Lautaro
Pintos Lautaro
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