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FX stoch vol models in industry ?
Posted by
woodsdevil
,
October 27th, 2013, 5:43 pm
» in
General Forum
0
Last post by
woodsdevil
,
October 27th, 2013, 5:43 pm
0
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6698
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6698
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0
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woodsdevil
October 27th, 2013, 5:43 pm
Two expectation identities
Posted by
Curtius
,
October 27th, 2013, 12:48 pm
» in
Student Forum
0
Last post by
Curtius
,
October 27th, 2013, 12:48 pm
0
Replies
6339
Views
6339
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0
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Curtius
October 27th, 2013, 12:48 pm
Question regarding a new high-frequency trading group
Posted by
quant1979
,
October 26th, 2013, 1:40 am
» in
General Forum
0
Last post by
quant1979
,
October 26th, 2013, 1:40 am
0
Replies
6573
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6573
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0
Last post
quant1979
October 26th, 2013, 1:40 am
Combining factor model error estimates
Posted by
Edgey
,
October 25th, 2013, 1:22 pm
» in
Student Forum
0
Last post by
Edgey
,
October 25th, 2013, 1:22 pm
0
Replies
6095
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6095
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0
Last post
Edgey
October 25th, 2013, 1:22 pm
Derivation of BS equation
Posted by
Alexey1
,
October 25th, 2013, 8:55 am
» in
Technical Forum
0
Last post by
Alexey1
,
October 25th, 2013, 8:55 am
0
Replies
6678
Views
6678
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0
Last post
Alexey1
October 25th, 2013, 8:55 am
Comparing Backtests of Value-at-Risk and Expected Shortfall
Posted by
chgi07ab
,
October 25th, 2013, 8:52 am
» in
Book And Research Paper Forum
0
Last post by
chgi07ab
,
October 25th, 2013, 8:52 am
0
Replies
7034
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7034
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0
Last post
chgi07ab
October 25th, 2013, 8:52 am
Expected delta-hedged error if jump risk is priced
Posted by
observer84
,
October 23rd, 2013, 11:44 am
» in
Student Forum
0
Last post by
observer84
,
October 23rd, 2013, 11:44 am
0
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6435
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6435
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0
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observer84
October 23rd, 2013, 11:44 am
Pricing Ratios with of Indexes with moving Correlations
Posted by
arrogant
,
October 23rd, 2013, 5:36 am
» in
General Forum
0
Last post by
arrogant
,
October 23rd, 2013, 5:36 am
0
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6409
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6409
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0
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arrogant
October 23rd, 2013, 5:36 am
Good 2-day student project
Posted by
Alan
,
October 21st, 2013, 6:04 pm
» in
Student Forum
0
Last post by
Alan
,
October 21st, 2013, 6:04 pm
0
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6706
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6706
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0
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Alan
October 21st, 2013, 6:04 pm
NPV at in the future
Posted by
ctabetter
,
October 21st, 2013, 2:39 am
» in
Student Forum
0
Last post by
ctabetter
,
October 21st, 2013, 2:39 am
0
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6929
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6929
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0
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ctabetter
October 21st, 2013, 2:39 am
government adds six men, healthcare baby now one month away
Posted by
farmer
,
October 20th, 2013, 10:08 pm
» in
Programming and Software Forum
0
Last post by
farmer
,
October 20th, 2013, 10:08 pm
0
Replies
6762
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6762
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0
Last post
farmer
October 20th, 2013, 10:08 pm
NDF - Pricing
Posted by
ajeeva
,
October 18th, 2013, 9:52 am
» in
General Forum
0
Last post by
ajeeva
,
October 18th, 2013, 9:52 am
0
Replies
6817
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6817
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0
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ajeeva
October 18th, 2013, 9:52 am
Markowitz frontier in Excel
Posted by
rushplx
,
October 14th, 2013, 10:44 pm
» in
Student Forum
0
Last post by
rushplx
,
October 14th, 2013, 10:44 pm
0
Replies
6581
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6581
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0
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rushplx
October 14th, 2013, 10:44 pm
Teza interview
Posted by
theRedBaron
,
October 10th, 2013, 2:47 pm
» in
Careers Forum
0
Last post by
theRedBaron
,
October 10th, 2013, 2:47 pm
0
Replies
7181
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7181
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0
Last post
theRedBaron
October 10th, 2013, 2:47 pm
Vasicek and 3D trees
Posted by
koolad
,
October 8th, 2013, 9:15 am
» in
General Forum
0
Last post by
koolad
,
October 8th, 2013, 9:15 am
0
Replies
6561
Views
6561
Views
0
Last post
koolad
October 8th, 2013, 9:15 am
FINMA Investigating FX manipulation
Posted by
rmax
,
October 4th, 2013, 11:13 am
» in
Off Topic
0
Last post by
rmax
,
October 4th, 2013, 11:13 am
0
Replies
5806
Views
5806
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0
Last post
rmax
October 4th, 2013, 11:13 am
Market Microstructure Models
Posted by
secret2
,
October 4th, 2013, 4:50 am
» in
General Forum
0
Last post by
secret2
,
October 4th, 2013, 4:50 am
0
Replies
6629
Views
6629
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0
Last post
secret2
October 4th, 2013, 4:50 am
Black-Litterman rigourous derivation
Posted by
augustmonth
,
October 3rd, 2013, 8:52 pm
» in
Student Forum
0
Last post by
augustmonth
,
October 3rd, 2013, 8:52 pm
0
Replies
6565
Views
6565
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0
Last post
augustmonth
October 3rd, 2013, 8:52 pm
price structures and option trading
Posted by
tags
,
October 3rd, 2013, 8:41 pm
» in
Trading Forum
0
Last post by
tags
,
October 3rd, 2013, 8:41 pm
0
Replies
6928
Views
6928
Views
0
Last post
tags
October 3rd, 2013, 8:41 pm
rates model for bank debt / PIK floater
Posted by
gtzwang
,
October 1st, 2013, 7:35 pm
» in
Technical Forum
0
Last post by
gtzwang
,
October 1st, 2013, 7:35 pm
0
Replies
6592
Views
6592
Views
0
Last post
gtzwang
October 1st, 2013, 7:35 pm
Simulation-based Optimization
Posted by
mahmoodi
,
September 26th, 2013, 7:48 am
» in
General Forum
0
Last post by
mahmoodi
,
September 26th, 2013, 7:48 am
0
Replies
6647
Views
6647
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0
Last post
mahmoodi
September 26th, 2013, 7:48 am
EUR/USD FX Smile
Posted by
pcaspers
,
September 25th, 2013, 3:54 pm
» in
General Forum
0
Last post by
pcaspers
,
September 25th, 2013, 3:54 pm
0
Replies
6694
Views
6694
Views
0
Last post
pcaspers
September 25th, 2013, 3:54 pm
Is unwinding a set of netting over assêts (and cash)?
Posted by
APlus
,
September 25th, 2013, 2:15 pm
» in
General Forum
0
Last post by
APlus
,
September 25th, 2013, 2:15 pm
0
Replies
6838
Views
6838
Views
0
Last post
APlus
September 25th, 2013, 2:15 pm
Cannot find these articles: "Rock Bottom Spread Mechanics" and "A Framework for Pricing Corporate Hybrids"
Posted by
atlegli
,
September 25th, 2013, 8:06 am
» in
Student Forum
0
Last post by
atlegli
,
September 25th, 2013, 8:06 am
0
Replies
6850
Views
6850
Views
0
Last post
atlegli
September 25th, 2013, 8:06 am
(definition of) unspanned stochastic volatility
Posted by
observer84
,
September 24th, 2013, 2:09 pm
» in
Student Forum
0
Last post by
observer84
,
September 24th, 2013, 2:09 pm
0
Replies
6677
Views
6677
Views
0
Last post
observer84
September 24th, 2013, 2:09 pm
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