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Topics
10855 topics
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Proof for square-root-of-time rulePosted by mathdude2018, February 19th, 2020, 11:17 pm3 Replies 299 Views299 Views 3
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Creating volatility term structurePosted by mathdude2018, February 19th, 2020, 11:04 pm2 Replies 222 Views222 Views 2
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Implied/Realised Volatility Ratio for Negative Rates?Posted by oronimbus, January 27th, 2020, 8:19 pm11 Replies 755 Views755 Views 11
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Code for closed form solution for max(S1-S2-K, 0)Posted by mathdude2018, February 11th, 2020, 9:28 am5 Replies 344 Views344 Views 5
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Is it Fair for ML to judge us all?Posted by SWilson, January 26th, 2020, 5:47 am2 Replies 314 Views314 Views 2
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Why is there prepayment risk for a TBA?Posted by CaffeineLover, December 13th, 2019, 8:54 pm1 Replies 541 Views541 Views 1
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what to deliver of a bond forward contract, if the bond is calledPosted by Joshua2004, November 25th, 2019, 6:27 pm1 Replies 545 Views545 Views 1
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Central bank backed digital currencyPosted by Collector, November 22nd, 2019, 10:07 pm1 Replies 579 Views579 Views 1
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How to make ito's forumula for jump-diffusion a martingalePosted by EdisonCruise, November 20th, 2019, 7:40 am3 Replies 785 Views785 Views 3
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What’s Ito’s lemma for Poisson process in this function?Posted by EdisonCruise, November 16th, 2019, 10:25 am6 Replies 1074 Views1074 Views 6
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Historical Implied Vol vs Standard Deviation for Monte Carlo Price SimulationPosted by mathdude2018, November 13th, 2019, 2:43 pm1 Replies 673 Views673 Views 1
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Volatility of B from correlation with another asset APosted by mathdude2018, November 7th, 2019, 2:03 pm3 Replies 829 Views829 Views 3
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XVA; X = cost of busted limits + PL predict failurePosted by doublebarrier2000, October 28th, 2019, 8:37 pm2 Replies 2090 Views2090 Views 2
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(The Math of) Stones Gambling Hall Cheating AllegationsPosted by SWilson, October 21st, 2019, 4:04 am13 Replies 2599 Views2599 Views 13
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