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General technical discussion
55 topics • Page 1 of 2 • 1, 2
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- Interest Rate Risk
by sruggiero » Wed Sep 01, 2010 9:43 am - 1 Replies
- 25 Views
- Last post by mj
Thu Sep 02, 2010 1:46 am
- Interest Rate Risk
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- Ito calculus and conditional expectations
by giusmath » Sun Aug 22, 2010 2:23 pm - 0 Replies
- 30 Views
- Last post by giusmath
Sun Aug 22, 2010 2:23 pm
- Ito calculus and conditional expectations
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- Quantum Finance
by BenTheMan » Tue Jun 22, 2010 1:17 pm - 0 Replies
- 110 Views
- Last post by BenTheMan
Tue Jun 22, 2010 1:17 pm
- Quantum Finance
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- Constructing Optimal Exercise Boundary with L&S Monte Carlo
by sruggiero » Mon May 31, 2010 9:13 pm - 1 Replies
- 90 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
- 72 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
- 76 Views
- Last post by mj
Thu May 13, 2010 10:39 am
- Complete market with no E.M.M
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- LaTeX support
by BenTheMan » Tue May 11, 2010 2:42 am - 2 Replies
- 65 Views
- Last post by niski
Tue May 11, 2010 6:27 pm
- LaTeX support
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- Dudley´s Theorem and arbitrage opportunities
by niski » Tue May 11, 2010 12:21 am - 0 Replies
- 37 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
- 88 Views
- Last post by mj
Mon May 10, 2010 8:09 am
- Filtered probability space
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- stochastic calculus: self financing porfolio
by niski » Thu May 06, 2010 10:38 pm - 5 Replies
- 89 Views
- Last post by mj
Fri May 07, 2010 10:56 pm
- stochastic calculus: self financing porfolio
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- LMM swaption approx under spot measure
by linus » Mon Apr 12, 2010 5:39 pm - 1 Replies
- 69 Views
- Last post by mj
Wed Apr 14, 2010 3:20 am
- LMM swaption approx under spot measure
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- Path Construction
by sruggiero » Mon Mar 29, 2010 5:31 pm - 5 Replies
- 181 Views
- Last post by mj
Thu Apr 01, 2010 9:20 pm
- Path Construction
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- a question of programming in quant
by copyfriend » Mon Mar 08, 2010 5:12 am - 1 Replies
- 143 Views
- Last post by mj
Tue Mar 09, 2010 12:11 am
- a question of programming in quant
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- Convexity correction under LMM
by NoviceQuant » Mon Mar 08, 2010 1:02 am - 1 Replies
- 51 Views
- Last post by mj
Mon Mar 08, 2010 4:34 am
- Convexity correction under LMM
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- Quantlib LFM calibration
by NoviceQuant » Wed Feb 24, 2010 5:08 pm - 8 Replies
- 179 Views
- Last post by NoviceQuant
Thu Mar 04, 2010 1:58 am
- Quantlib LFM calibration
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- binomial models
by Giulio » Tue Feb 02, 2010 2:30 pm - 3 Replies
- 150 Views
- Last post by mj
Wed Feb 03, 2010 8:42 am
- binomial models
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- CQF
by f0X_in_s0X » Mon Nov 23, 2009 1:51 pm - 4 Replies
- 271 Views
- Last post by f0X_in_s0X
Fri Nov 27, 2009 5:41 am
- CQF
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- Pursuing a dream in FE
by eebadr » Thu Nov 26, 2009 3:23 am - 1 Replies
- 155 Views
- Last post by mj
Fri Nov 27, 2009 12:20 am
- Pursuing a dream in FE
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- Illiquid Marketdata and VaR
by alex » Fri Nov 20, 2009 8:33 am - 0 Replies
- 90 Views
- Last post by alex
Fri Nov 20, 2009 8:33 am
- Illiquid Marketdata and VaR
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- some tough questions
by fhz » Thu Sep 17, 2009 11:14 pm - 0 Replies
- 219 Views
- Last post by fhz
Thu Sep 17, 2009 11:14 pm
- some tough questions
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- PC won't burn dvdrw?
by Blanchett » Sun Sep 06, 2009 12:21 pm - 0 Replies
- 131 Views
- Last post by Blanchett
Sun Sep 06, 2009 12:21 pm
- PC won't burn dvdrw?
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- C++ and libs
by bargain » Thu Sep 25, 2008 10:15 pm - 5 Replies
- 774 Views
- Last post by mj
Mon Jul 27, 2009 2:07 am
- C++ and libs
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- risk neutral models for non-tradable underlyings
by beginner » Thu Mar 19, 2009 4:40 pm - 3 Replies
- 279 Views
- Last post by mj
Wed Jun 17, 2009 11:42 am
- risk neutral models for non-tradable underlyings
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- more papers
by mj » Thu May 28, 2009 11:04 am - 0 Replies
- 181 Views
- Last post by mj
Thu May 28, 2009 11:04 am
- more papers
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- Option Pricing under time change
by rogermht » Sat Apr 25, 2009 3:58 pm - 1 Replies
- 161 Views
- Last post by mj
Mon May 04, 2009 11:29 am
- Option Pricing under time change
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- Vega control
by mj » Mon May 04, 2009 11:28 am - 0 Replies
- 101 Views
- Last post by mj
Mon May 04, 2009 11:28 am
- Vega control
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- Swaption Design Problem
by tusharkale » Mon Dec 15, 2008 6:16 am - 0 Replies
- 276 Views
- Last post by tusharkale
Mon Dec 15, 2008 6:16 am
- Swaption Design Problem
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- statistical arbitrage
by yegor » Wed Oct 08, 2008 6:57 pm - 0 Replies
- 495 Views
- Last post by yegor
Wed Oct 08, 2008 6:57 pm
- statistical arbitrage
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- Breakdown of subjects
by andrewaaa » Wed Sep 24, 2008 9:43 pm - 2 Replies
- 527 Views
- Last post by mj
Mon Sep 29, 2008 12:22 pm
- Breakdown of subjects
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- Utility function
by stt106 » Thu Sep 11, 2008 1:00 pm - 1 Replies
- 385 Views
- Last post by crnt2
Wed Sep 17, 2008 1:55 pm
- Utility function
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- Quant Finance Future?
by f0X_in_s0X » Tue Sep 16, 2008 11:35 am - 1 Replies
- 642 Views
- Last post by crnt2
Wed Sep 17, 2008 1:52 pm
- Quant Finance Future?
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- Bermudan swaptions and general early exercise options in LMM
by Lauri » Thu Sep 04, 2008 6:13 pm - 2 Replies
- 564 Views
- Last post by mj
Sun Sep 07, 2008 3:31 am
- Bermudan swaptions and general early exercise options in LMM
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- New LMM papers
by mj » Wed Feb 13, 2008 3:45 am - 5 Replies
- 1380 Views
- Last post by willshaw
Sat Aug 23, 2008 3:58 am
- New LMM papers
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- Change of measure question
by crnt2 » Mon Aug 11, 2008 2:30 pm - 0 Replies
- 488 Views
- Last post by crnt2
Mon Aug 11, 2008 2:30 pm
- Change of measure question
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- Can someone recommend a calculus book?
by lover » Wed Jul 23, 2008 12:12 am - 0 Replies
- 530 Views
- Last post by lover
Wed Jul 23, 2008 12:12 am
- Can someone recommend a calculus book?
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- Signal Processing techniques and their applications in QF
by Shawn » Sat Jul 12, 2008 5:52 pm - 4 Replies
- 1001 Views
- Last post by Shawn
Mon Jul 14, 2008 12:45 pm
- Signal Processing techniques and their applications in QF
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- Reconstruction formulae in short rate models
by crnt2 » Mon Jun 23, 2008 5:40 pm - 1 Replies
- 588 Views
- Last post by mj
Tue Jun 24, 2008 5:31 am
- Reconstruction formulae in short rate models
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- Comparing statistical volatility model
by stt106 » Wed Jun 04, 2008 10:13 pm - 1 Replies
- 570 Views
- Last post by stt106
Wed Jun 04, 2008 11:25 pm
- Comparing statistical volatility model
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- Pricing Bermudan swaption
by stt106 » Sat May 31, 2008 10:48 pm - 1 Replies
- 688 Views
- Last post by mj
Sun Jun 01, 2008 2:41 am
- Pricing Bermudan swaption
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- Plot Convertible bond
by stt106 » Fri May 23, 2008 5:36 pm - 1 Replies
- 689 Views
- Last post by mj
Sat May 24, 2008 7:42 am
- Plot Convertible bond
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- Markov functional market model
by stt106 » Tue May 13, 2008 12:57 am - 5 Replies
- 1229 Views
- Last post by mj
Tue May 13, 2008 11:38 pm
- Markov functional market model
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- LS regression to estimate exercise value
by tobeQuant » Sun May 11, 2008 2:39 am - 5 Replies
- 1214 Views
- Last post by tobeQuant
Tue May 13, 2008 12:53 pm
- LS regression to estimate exercise value
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- replicate binary option
by stt106 » Mon May 05, 2008 5:10 pm - 1 Replies
- 717 Views
- Last post by mj
Mon May 05, 2008 8:11 pm
- replicate binary option
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- A silly question
by stt106 » Thu Jan 03, 2008 8:15 pm - 7 Replies
- 2298 Views
- Last post by stt106
Mon May 05, 2008 4:59 pm
- A silly question
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- Stochastic Calculus
by noober » Sat May 03, 2008 3:15 am - 2 Replies
- 1075 Views
- Last post by noober
Sat May 03, 2008 2:24 pm
- Stochastic Calculus
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- Calibration Frequency
by rsneevas » Tue Apr 22, 2008 8:19 am - 4 Replies
- 1154 Views
- Last post by rsneevas
Tue Apr 29, 2008 2:05 pm
- Calibration Frequency
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- generic market model
by willshaw » Mon Apr 14, 2008 1:14 pm - 6 Replies
- 1612 Views
- Last post by willshaw
Thu Apr 17, 2008 1:26 pm
- generic market model
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- Infinite interest rate
by INFIDEL » Sat Dec 29, 2007 2:18 pm - 3 Replies
- 1446 Views
- Last post by AlexesDad
Mon Mar 24, 2008 11:52 pm
- Infinite interest rate
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- C++ code for polynomial regression
by thampw » Tue Mar 04, 2008 11:44 am - 2 Replies
- 1224 Views
- Last post by thampw
Thu Mar 06, 2008 3:32 am
- C++ code for polynomial regression
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