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General technical discussion
93 topics • Page 1 of 2 • 1, 2
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- Phd in Financial Maths
by tuni.lash » Mon Jun 17, 2013 12:33 am - 1 Replies
- 29 Views
- Last post by mj
Mon Jun 17, 2013 5:07 am
- Phd in Financial Maths
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- Has Anyone Tried Mathematical Derivations in Binary Options?
by Maxwell » Wed Apr 03, 2013 10:55 am - 1 Replies
- 495 Views
- Last post by mj
Sat Apr 06, 2013 9:50 am
- Has Anyone Tried Mathematical Derivations in Binary Options?
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- xlw and CUDA
by zinga » Thu Apr 04, 2013 8:42 pm - 1 Replies
- 243 Views
- Last post by mj
Sat Apr 06, 2013 9:49 am
- xlw and CUDA
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- Derivation of E(r_s|r_t) for Vasicek model
by wuyiquant_tobe » Thu Mar 21, 2013 2:39 pm - 1 Replies
- 375 Views
- Last post by mj
Sun Mar 24, 2013 8:42 pm
- Derivation of E(r_s|r_t) for Vasicek model
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- Risk Neutral Measure vs Forward Measure
by ram1234 » Mon Mar 11, 2013 11:35 am - 1 Replies
- 416 Views
- Last post by wuyiquant_tobe
Wed Mar 20, 2013 3:15 pm
- Risk Neutral Measure vs Forward Measure
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- Partial Differential equation
by wuyiquant_tobe » Wed Mar 20, 2013 2:37 pm - 0 Replies
- 296 Views
- Last post by wuyiquant_tobe
Wed Mar 20, 2013 2:37 pm
- Partial Differential equation
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- non-tradable asset modeling by martingale methods
by ram1234 » Thu Mar 07, 2013 10:56 am - 1 Replies
- 378 Views
- Last post by mj
Thu Mar 07, 2013 10:39 pm
- non-tradable asset modeling by martingale methods
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- Recombining trees
by memonasif » Sun Jul 10, 2011 9:40 pm - 6 Replies
- 2019 Views
- Last post by Jacob555
Thu Jan 31, 2013 7:24 am
- Recombining trees
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- Windows or something else?
by Canta86 » Wed Nov 07, 2012 8:31 pm - 2 Replies
- 1052 Views
- Last post by Canta86
Wed Nov 07, 2012 9:27 pm
- Windows or something else?
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- Can I post my courses here?
by scheheryar » Thu May 10, 2012 6:40 am - 0 Replies
- 1356 Views
- Last post by scheheryar
Thu May 10, 2012 6:40 am
- Can I post my courses here?
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- a detail on modelling
by fundamentalGuy » Wed Apr 04, 2012 3:56 pm - 1 Replies
- 1178 Views
- Last post by mj
Sat Apr 07, 2012 9:37 am
- a detail on modelling
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- lognormal correlated random numbers with Cholesky?
by Tesla » Tue Feb 21, 2012 4:49 pm - 2 Replies
- 1432 Views
- Last post by Gregorie
Mon Feb 27, 2012 10:12 am
- lognormal correlated random numbers with Cholesky?
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- Fourier Transforms, Option Pricing and Controls
1, 2by stronzo » Tue Feb 07, 2012 11:32 am - 20 Replies
- 3685 Views
- Last post by stronzo
Sun Feb 19, 2012 11:05 pm
- Fourier Transforms, Option Pricing and Controls
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- tool to understand financial models
by ConvexDNA » Tue Nov 29, 2011 3:10 pm - 0 Replies
- 1473 Views
- Last post by ConvexDNA
Tue Nov 29, 2011 3:10 pm
- tool to understand financial models
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- Undergraduate Quant Degrees
by icomeinpeace » Wed Nov 23, 2011 9:12 pm - 0 Replies
- 1267 Views
- Last post by icomeinpeace
Wed Nov 23, 2011 9:12 pm
- Undergraduate Quant Degrees
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- Pursuing a dream in FE
by eebadr » Thu Nov 26, 2009 3:23 am - 3 Replies
- 1779 Views
- Last post by mj
Fri Oct 28, 2011 10:47 pm
- Pursuing a dream in FE
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- ATM strike of fx vol surface
by nbzx » Sun Oct 02, 2011 11:38 pm - 0 Replies
- 1287 Views
- Last post by nbzx
Sun Oct 02, 2011 11:38 pm
- ATM strike of fx vol surface
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- Financial Modelling: Limitations and flaws".
by nassifnabeal » Fri Jul 08, 2011 1:05 pm - 0 Replies
- 1314 Views
- Last post by nassifnabeal
Fri Jul 08, 2011 1:05 pm
- Financial Modelling: Limitations and flaws".
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- Quantum Finance
by BenTheMan » Tue Jun 22, 2010 1:17 pm - 1 Replies
- 1791 Views
- Last post by chaitanya
Tue Apr 26, 2011 12:40 am
- Quantum Finance
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- Arbitrage free conditions and extrapolation for option price
by niski » Wed Apr 06, 2011 8:43 pm - 2 Replies
- 1565 Views
- Last post by niski
Thu Apr 07, 2011 1:53 pm
- Arbitrage free conditions and extrapolation for option price
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- Heston Model and positive variance
by sraks » Mon Mar 21, 2011 10:46 pm - 0 Replies
- 1357 Views
- Last post by sraks
Mon Mar 21, 2011 10:46 pm
- Heston Model and positive variance
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- Some tips about forex....
by bartelsmith » Mon Mar 21, 2011 2:37 pm - 0 Replies
- 1288 Views
- Last post by bartelsmith
Mon Mar 21, 2011 2:37 pm
- Some tips about forex....
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- B_t and martingale
by sraks » Thu Mar 17, 2011 7:51 pm - 4 Replies
- 1658 Views
- Last post by sraks
Fri Mar 18, 2011 1:43 pm
- B_t and martingale
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- Vega Risk for bonds??
by sruggiero » Tue Mar 15, 2011 10:01 pm - 4 Replies
- 2057 Views
- Last post by sraks
Thu Mar 17, 2011 3:07 am
- Vega Risk for bonds??
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- Libor and change of measure
by niski » Mon Mar 07, 2011 2:41 pm - 1 Replies
- 1354 Views
- Last post by sraks
Mon Mar 07, 2011 6:50 pm
- Libor and change of measure
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- Replication Methods for Path Dependent Exotics
by Siddhu » Thu Feb 24, 2011 8:25 am - 1 Replies
- 1434 Views
- Last post by mj
Thu Feb 24, 2011 9:43 am
- Replication Methods for Path Dependent Exotics
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- Hybrid Calibrartion
by sraks » Wed Feb 16, 2011 3:55 pm - 4 Replies
- 1723 Views
- Last post by sraks
Sat Feb 19, 2011 1:22 pm
- Hybrid Calibrartion
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- Interest Rate Risk
by sruggiero » Wed Sep 01, 2010 9:43 am - 2 Replies
- 1624 Views
- Last post by smith30
Tue Feb 15, 2011 7:48 am
- Interest Rate Risk
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- Horse Racing and Quantitative Analysis
by bprager » Sat Feb 12, 2011 9:13 pm - 0 Replies
- 1434 Views
- Last post by bprager
Sat Feb 12, 2011 9:13 pm
- Horse Racing and Quantitative Analysis
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- Private Quant Trading at home?
by zill » Wed Feb 09, 2011 7:34 am - 1 Replies
- 906 Views
- Last post by mj
Sat Feb 12, 2011 2:26 am
- Private Quant Trading at home?
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- Academic careers in finance after being a quant?
by dp4 » Thu Feb 10, 2011 9:15 pm - 1 Replies
- 1499 Views
- Last post by mj
Sat Feb 12, 2011 2:25 am
- Academic careers in finance after being a quant?
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- Mathematically illiterate - Books Suggestions
by xorogant » Mon Dec 27, 2010 5:49 pm - 2 Replies
- 1788 Views
- Last post by mj
Tue Jan 11, 2011 4:50 am
- Mathematically illiterate - Books Suggestions
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- Currency Basis Risk
by jeckt » Thu Jan 06, 2011 10:48 am - 0 Replies
- 2033 Views
- Last post by jeckt
Thu Jan 06, 2011 10:48 am
- Currency Basis Risk
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- LaTeX support
by BenTheMan » Tue May 11, 2010 2:42 am - 3 Replies
- 1724 Views
- Last post by bigperm
Wed Dec 29, 2010 5:04 am
- LaTeX support
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- Longstaff Schwartz
by sraks » Thu Dec 02, 2010 8:55 pm - 1 Replies
- 1505 Views
- Last post by mj
Sun Dec 05, 2010 2:15 am
- Longstaff Schwartz
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- Basket Options
by sruggiero » Sat Nov 27, 2010 4:28 pm - 1 Replies
- 1318 Views
- Last post by mj
Wed Dec 01, 2010 2:21 am
- Basket Options
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- Compressed Sensing in Finance?
by Warlord88 » Tue Nov 30, 2010 4:18 am - 0 Replies
- 1334 Views
- Last post by Warlord88
Tue Nov 30, 2010 4:18 am
- Compressed Sensing in Finance?
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- stochastic calculus: self financing porfolio
by niski » Thu May 06, 2010 10:38 pm - 6 Replies
- 2209 Views
- Last post by Linajane
Thu Nov 18, 2010 2:30 am
- stochastic calculus: self financing porfolio
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- Optimal Hedging Ratio
by jfgao » Wed Nov 03, 2010 10:07 am - 2 Replies
- 1521 Views
- Last post by jfgao
Thu Nov 04, 2010 5:42 am
- Optimal Hedging Ratio
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- Replication of callbale Range Accrual
by sraks » Mon Oct 04, 2010 2:43 am - 2 Replies
- 2287 Views
- Last post by sraks
Wed Oct 06, 2010 3:26 am
- Replication of callbale Range Accrual
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- is xlw 4.0 compatible with excel2003?
by fogsnow » Mon Sep 27, 2010 2:57 am - 5 Replies
- 1881 Views
- Last post by mj
Fri Oct 01, 2010 1:44 am
- is xlw 4.0 compatible with excel2003?
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- Floating Rate frequency of swap/swaption
by sruggiero » Thu Sep 23, 2010 11:27 am - 1 Replies
- 1400 Views
- Last post by mj
Fri Sep 24, 2010 9:18 am
- Floating Rate frequency of swap/swaption
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- Ito calculus and conditional expectations
by giusmath » Sun Aug 22, 2010 2:23 pm - 0 Replies
- 1383 Views
- Last post by giusmath
Sun Aug 22, 2010 2:23 pm
- Ito calculus and conditional expectations
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- Constructing Optimal Exercise Boundary with L&S Monte Carlo
by sruggiero » Mon May 31, 2010 9:13 pm - 1 Replies
- 1642 Views
- Last post by mj
Sun Jun 06, 2010 11:51 pm
- Constructing Optimal Exercise Boundary with L&S Monte Carlo
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- applied inverse problems
by hashman » Fri May 21, 2010 7:50 am - 1 Replies
- 1437 Views
- Last post by mj
Thu May 27, 2010 12:02 pm
- applied inverse problems
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- Complete market with no E.M.M
by niski » Tue May 11, 2010 9:21 pm - 3 Replies
- 1744 Views
- Last post by mj
Thu May 13, 2010 10:39 am
- Complete market with no E.M.M
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- Dudley´s Theorem and arbitrage opportunities
by niski » Tue May 11, 2010 12:21 am - 0 Replies
- 1340 Views
- Last post by niski
Tue May 11, 2010 12:21 am
- Dudley´s Theorem and arbitrage opportunities
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- Filtered probability space
by hotdog » Mon May 10, 2010 3:34 am - 5 Replies
- 1988 Views
- Last post by mj
Mon May 10, 2010 8:09 am
- Filtered probability space
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- LMM swaption approx under spot measure
by linus » Mon Apr 12, 2010 5:39 pm - 1 Replies
- 1474 Views
- Last post by mj
Wed Apr 14, 2010 3:20 am
- LMM swaption approx under spot measure
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