Quant Finance books forum
These forums exist to discuss books on quantitative finance.
General technical discussion
113 topics • Page 1 of 3 • 1, 2, 3
-
- Topics
- Replies
- Views
- Last post
-
- Invest 0.02 btc Get 0.2 btc in 10 minutes
by 10xbtcnet » Fri Apr 20, 2018 12:09 pm - 0 Replies
- 5 Views
- Last post by 10xbtcnet
Fri Apr 20, 2018 12:09 pm
- Invest 0.02 btc Get 0.2 btc in 10 minutes
-
- Short hedging and basis risk
by kira90 » Tue Apr 17, 2018 7:53 pm - 0 Replies
- 14 Views
- Last post by kira90
Tue Apr 17, 2018 7:53 pm
- Short hedging and basis risk
-
- Great book for preschoolers. Mathematics, reading, writing,
by aimeebarker » Sat Jan 20, 2018 11:12 am - 0 Replies
- 707 Views
- Last post by aimeebarker
Sat Jan 20, 2018 11:12 am
- Great book for preschoolers. Mathematics, reading, writing,
-
- minimizing instantaneous variance
by csharma75 » Fri Jan 12, 2018 4:13 am - 2 Replies
- 251 Views
- Last post by csharma75
Fri Jan 12, 2018 8:02 pm
- minimizing instantaneous variance
-
- Recommendation for a good book on Linear Algebra
by quasar » Sat Jan 28, 2017 3:35 pm - 2 Replies
- 731 Views
- Last post by Piereinut
Fri Dec 22, 2017 7:57 am
- Recommendation for a good book on Linear Algebra
-
- Importance of C++ Templates
by Jason » Thu Feb 11, 2016 2:00 pm - 0 Replies
- 959 Views
- Last post by Jason
Thu Feb 11, 2016 2:00 pm
- Importance of C++ Templates
-
- assumptions in determination of Forward and Futures Prices
by khashayar » Fri May 29, 2015 8:48 am - 0 Replies
- 1159 Views
- Last post by khashayar
Fri May 29, 2015 8:48 am
- assumptions in determination of Forward and Futures Prices
-
- A question about measure Theory
by Jason » Mon Dec 29, 2014 10:30 pm - 1 Replies
- 2278 Views
- Last post by mj
Mon Jan 19, 2015 10:30 pm
- A question about measure Theory
-
- xlw interface generator problem
by Pushpendu » Thu Sep 11, 2014 12:56 am - 0 Replies
- 1531 Views
- Last post by Pushpendu
Thu Sep 11, 2014 12:56 am
- xlw interface generator problem
-
- Correct Measure for FX Simulation in PFE
by magassi » Tue Jun 17, 2014 3:37 am - 0 Replies
- 1479 Views
- Last post by magassi
Tue Jun 17, 2014 3:37 am
- Correct Measure for FX Simulation in PFE
-
- Can i Cope or not?
by Khalil » Mon Apr 28, 2014 7:55 pm - 1 Replies
- 1969 Views
- Last post by mj
Sun May 04, 2014 9:06 am
- Can i Cope or not?
-
- Book for a newbie
by Jade » Wed Mar 05, 2014 4:58 pm - 2 Replies
- 2346 Views
- Last post by Jade
Sun Mar 16, 2014 1:04 pm
- Book for a newbie
-
- XLW 5 - starting with a C++ template project
by mikhail_b » Fri Nov 22, 2013 5:14 pm - 2 Replies
- 2008 Views
- Last post by ColinH
Thu Feb 13, 2014 3:15 pm
- XLW 5 - starting with a C++ template project
-
- monte carlo simulation in basket default swap pricing
by ahmed32 » Tue Jan 07, 2014 11:06 pm - 2 Replies
- 1400 Views
- Last post by ahmed32
Tue Jan 14, 2014 2:07 pm
- monte carlo simulation in basket default swap pricing
-
- Help proving change of measure formula in Piterbarg book
by selftaught » Mon Dec 09, 2013 2:56 am - 0 Replies
- 1469 Views
- Last post by selftaught
Mon Dec 09, 2013 2:56 am
- Help proving change of measure formula in Piterbarg book
-
- Help with Wikipedia entry on Lebesgue integration
by selftaught » Wed Nov 20, 2013 12:49 am - 1 Replies
- 1338 Views
- Last post by selftaught
Wed Nov 20, 2013 7:23 am
- Help with Wikipedia entry on Lebesgue integration
-
- probability of default implied by CDS spreads
by ahmed32 » Wed Aug 28, 2013 2:50 pm - 0 Replies
- 1667 Views
- Last post by ahmed32
Wed Aug 28, 2013 2:50 pm
- probability of default implied by CDS spreads
-
- correlation matrix in basket credit swaps
by ahmed32 » Tue Aug 20, 2013 9:14 pm - 0 Replies
- 1266 Views
- Last post by ahmed32
Tue Aug 20, 2013 9:14 pm
- correlation matrix in basket credit swaps
-
- stochastic integral
by satish123 » Wed Jul 31, 2013 6:57 pm - 0 Replies
- 1524 Views
- Last post by satish123
Wed Jul 31, 2013 6:57 pm
- stochastic integral
-
- Phd in Financial Maths
by tuni.lash » Mon Jun 17, 2013 12:33 am - 2 Replies
- 2151 Views
- Last post by waseem47
Sat Jun 29, 2013 12:29 pm
- Phd in Financial Maths
-
- CMS Swap
by kelvin_dc200015b » Fri Jun 21, 2013 5:18 pm - 0 Replies
- 1431 Views
- Last post by kelvin_dc200015b
Fri Jun 21, 2013 5:18 pm
- CMS Swap
-
- Has Anyone Tried Mathematical Derivations in Binary Options?
by Maxwell » Wed Apr 03, 2013 10:55 am - 1 Replies
- 2508 Views
- Last post by mj
Sat Apr 06, 2013 9:50 am
- Has Anyone Tried Mathematical Derivations in Binary Options?
-
- xlw and CUDA
by zinga » Thu Apr 04, 2013 8:42 pm - 1 Replies
- 2024 Views
- Last post by mj
Sat Apr 06, 2013 9:49 am
- xlw and CUDA
-
- Derivation of E(r_s|r_t) for Vasicek model
by wuyiquant_tobe » Thu Mar 21, 2013 2:39 pm - 1 Replies
- 2134 Views
- Last post by mj
Sun Mar 24, 2013 8:42 pm
- Derivation of E(r_s|r_t) for Vasicek model
-
- Risk Neutral Measure vs Forward Measure
by ram1234 » Mon Mar 11, 2013 11:35 am - 1 Replies
- 2212 Views
- Last post by wuyiquant_tobe
Wed Mar 20, 2013 3:15 pm
- Risk Neutral Measure vs Forward Measure
-
- Partial Differential equation
by wuyiquant_tobe » Wed Mar 20, 2013 2:37 pm - 0 Replies
- 2061 Views
- Last post by wuyiquant_tobe
Wed Mar 20, 2013 2:37 pm
- Partial Differential equation
-
- non-tradable asset modeling by martingale methods
by ram1234 » Thu Mar 07, 2013 10:56 am - 1 Replies
- 1891 Views
- Last post by mj
Thu Mar 07, 2013 10:39 pm
- non-tradable asset modeling by martingale methods
-
- Recombining trees
by memonasif » Sun Jul 10, 2011 9:40 pm - 6 Replies
- 4797 Views
- Last post by Jacob555
Thu Jan 31, 2013 7:24 am
- Recombining trees
-
- Windows or something else?
by Canta86 » Wed Nov 07, 2012 8:31 pm - 2 Replies
- 3050 Views
- Last post by Canta86
Wed Nov 07, 2012 9:27 pm
- Windows or something else?
-
- Can I post my courses here?
by scheheryar » Thu May 10, 2012 6:40 am - 0 Replies
- 2946 Views
- Last post by scheheryar
Thu May 10, 2012 6:40 am
- Can I post my courses here?
-
- a detail on modelling
by fundamentalGuy » Wed Apr 04, 2012 3:56 pm - 1 Replies
- 2852 Views
- Last post by mj
Sat Apr 07, 2012 9:37 am
- a detail on modelling
-
- lognormal correlated random numbers with Cholesky?
by Tesla » Tue Feb 21, 2012 4:49 pm - 2 Replies
- 3430 Views
- Last post by Gregorie
Mon Feb 27, 2012 10:12 am
- lognormal correlated random numbers with Cholesky?
-
- Fourier Transforms, Option Pricing and Controls
1, 2by stronzo » Tue Feb 07, 2012 11:32 am - 20 Replies
- 11531 Views
- Last post by stronzo
Sun Feb 19, 2012 11:05 pm
- Fourier Transforms, Option Pricing and Controls
-
- tool to understand financial models
by ConvexDNA » Tue Nov 29, 2011 3:10 pm - 0 Replies
- 3108 Views
- Last post by ConvexDNA
Tue Nov 29, 2011 3:10 pm
- tool to understand financial models
-
- Undergraduate Quant Degrees
by icomeinpeace » Wed Nov 23, 2011 9:12 pm - 0 Replies
- 2789 Views
- Last post by icomeinpeace
Wed Nov 23, 2011 9:12 pm
- Undergraduate Quant Degrees
-
- Pursuing a dream in FE
by eebadr » Thu Nov 26, 2009 3:23 am - 3 Replies
- 4124 Views
- Last post by mj
Fri Oct 28, 2011 10:47 pm
- Pursuing a dream in FE
-
- ATM strike of fx vol surface
by nbzx » Sun Oct 02, 2011 11:38 pm - 0 Replies
- 3018 Views
- Last post by nbzx
Sun Oct 02, 2011 11:38 pm
- ATM strike of fx vol surface
-
- Financial Modelling: Limitations and flaws".
by nassifnabeal » Fri Jul 08, 2011 1:05 pm - 0 Replies
- 2784 Views
- Last post by nassifnabeal
Fri Jul 08, 2011 1:05 pm
- Financial Modelling: Limitations and flaws".
-
- Quantum Finance
by BenTheMan » Tue Jun 22, 2010 1:17 pm - 1 Replies
- 3531 Views
- Last post by chaitanya
Tue Apr 26, 2011 12:40 am
- Quantum Finance
-
- Arbitrage free conditions and extrapolation for option price
by niski » Wed Apr 06, 2011 8:43 pm - 2 Replies
- 3549 Views
- Last post by niski
Thu Apr 07, 2011 1:53 pm
- Arbitrage free conditions and extrapolation for option price
-
- Heston Model and positive variance
by sraks » Mon Mar 21, 2011 10:46 pm - 0 Replies
- 2968 Views
- Last post by sraks
Mon Mar 21, 2011 10:46 pm
- Heston Model and positive variance
-
- Some tips about forex....
by bartelsmith » Mon Mar 21, 2011 2:37 pm - 0 Replies
- 2859 Views
- Last post by bartelsmith
Mon Mar 21, 2011 2:37 pm
- Some tips about forex....
-
- B_t and martingale
by sraks » Thu Mar 17, 2011 7:51 pm - 4 Replies
- 3717 Views
- Last post by sraks
Fri Mar 18, 2011 1:43 pm
- B_t and martingale
-
- Vega Risk for bonds??
by sruggiero » Tue Mar 15, 2011 10:01 pm - 4 Replies
- 4781 Views
- Last post by sraks
Thu Mar 17, 2011 3:07 am
- Vega Risk for bonds??
-
- Libor and change of measure
by niski » Mon Mar 07, 2011 2:41 pm - 1 Replies
- 2841 Views
- Last post by sraks
Mon Mar 07, 2011 6:50 pm
- Libor and change of measure
-
- Replication Methods for Path Dependent Exotics
by Siddhu » Thu Feb 24, 2011 8:25 am - 1 Replies
- 3061 Views
- Last post by mj
Thu Feb 24, 2011 9:43 am
- Replication Methods for Path Dependent Exotics
-
- Hybrid Calibrartion
by sraks » Wed Feb 16, 2011 3:55 pm - 4 Replies
- 3813 Views
- Last post by sraks
Sat Feb 19, 2011 1:22 pm
- Hybrid Calibrartion
-
- Interest Rate Risk
by sruggiero » Wed Sep 01, 2010 9:43 am - 2 Replies
- 3561 Views
- Last post by smith30
Tue Feb 15, 2011 7:48 am
- Interest Rate Risk
-
- Horse Racing and Quantitative Analysis
by bprager » Sat Feb 12, 2011 9:13 pm - 0 Replies
- 2970 Views
- Last post by bprager
Sat Feb 12, 2011 9:13 pm
- Horse Racing and Quantitative Analysis
113 topics • Page 1 of 3
• 1, 2, 3
Who is online
Users browsing this forum: No registered users and 2 guests
Forum permissions
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum