Pricing, Modeling

Implement financial models from papers. Learn derivatives products and concepts.
S
Simple FX Swap valuation
Replies
4
Views
245
smashgh
S
B
Difference between two SMA interpretation
Replies
0
Views
115
Boonfly
B
CGU MFE
CGU: A Prolific Academic Season for Peng
Replies
0
Views
113
CGU MFE
CGU MFE
Y
FDM for Computational Finance
Replies
1
Views
161
Daniel Duffy
Daniel Duffy
Archidamus
VIX calculation
Replies
2
Views
312
Archidamus
Archidamus
W
Properly Data choosing
Replies
3
Views
184
StephenKim
S
Archidamus
Volatility Smile and Shift from Spot
Replies
5
Views
289
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
867
Daniel Duffy
Daniel Duffy
F
Calculating option price from interest rate binomial tree
Replies
0
Views
176
Franjey
F
A
Derivation of Dupire equation
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0
Views
144
alialia
A
G
Vol Target Options
Replies
2
Views
190
gver
G
A
Betting Against Beta: How does portfolio construction work?
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0
Views
214
Aber
A
M
Option with additional condition
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0
Views
145
MaryJane
M
M
Matlab (or Python) code for calibration of market option prices for variance gamma and CGMY model
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0
Views
181
Marina_Popova
M
W
Longstaff-Schwartz Interest Rate Model (1992)
Replies
2
Views
269
White Noise
W
Y
Pitfalls of Nelson-Siegel Yield Curve Modeling – Part I
Replies
3
Views
352
yetanotherquant
Y
daleholborow
Matlab code - Vasicek yield curve fitting, Various bond price models available
2 3
Replies
56
Views
55K
Andy Nguyen
Andy Nguyen
QuantIntel
Price Model Rate of Return
Replies
0
Views
191
QuantIntel
QuantIntel
Ryan Shrott
Convertible Bond Pricer with AFV model
Replies
5
Views
352
Daniel Duffy
Daniel Duffy
G
agnostisicm of proportional or absolute returns while modelling risk
Replies
0
Views
181
Garv
G
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