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sigma root (T-t)
Posted by complyorexplain, October 14th, 2020, 10:36 am

85 Last post by bearish, 30 minutes ago

85 Replies 2226 Views
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2226 Views 85

Last post bearish
30 minutes ago
Philosophy of Mathematics
Posted by LineOfBestFit, August 31st, 2013, 7:36 pm

369 Last post by Cuchulainn, Today, 8:57 am

369 Replies 48853 Views
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48853 Views 369

Last post Cuchulainn
Today, 8:57 am
Citizen data scientist: B.S. or the way of the future?
Posted by ikicker, October 18th, 2020, 1:01 pm

2 Last post by complyorexplain, Yesterday, 12:51 pm

2 Replies 142 Views

142 Views 2

Last post complyorexplain
Yesterday, 12:51 pm
High school calculus question
Posted by complyorexplain, September 27th, 2020, 2:12 pm

4 Last post by complyorexplain, September 27th, 2020, 6:51 pm

4 Replies 291 Views

291 Views 4

Last post complyorexplain
September 27th, 2020, 6:51 pm
Is it over?
Posted by Gamal, June 19th, 2009, 6:32 am

95 Last post by Collector, September 23rd, 2020, 9:02 am

95 Replies 66652 Views
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66652 Views 95

Last post Collector
September 23rd, 2020, 9:02 am
Ho-Lee Vol to Black Vol
Posted by redadida, September 22nd, 2020, 8:59 am

1 Last post by bearish, September 22nd, 2020, 1:21 pm

1 Replies 212 Views

212 Views 1

Last post bearish
September 22nd, 2020, 1:21 pm
Swap Rates Interpolation for AUD
Posted by bluetrin, September 14th, 2020, 8:17 am

0 Last post by bluetrin, September 14th, 2020, 8:17 am

0 Replies 232 Views

232 Views 0

Last post bluetrin
September 14th, 2020, 8:17 am
Any idea what happened here?
Posted by And2, September 10th, 2020, 10:05 pm

1 Last post by katastrofa, September 10th, 2020, 11:07 pm

1 Replies 328 Views

328 Views 1

Last post katastrofa
September 10th, 2020, 11:07 pm
Foreknowledge of volatility
Posted by complyorexplain, September 5th, 2020, 11:57 am

8 Last post by complyorexplain, September 9th, 2020, 3:58 pm

8 Replies 575 Views

575 Views 8

Last post complyorexplain
September 9th, 2020, 3:58 pm
Odd result
Posted by complyorexplain, August 21st, 2020, 12:25 pm

26 Last post by Cuchulainn, August 25th, 2020, 3:29 pm

26 Replies 1041 Views
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1041 Views 26

Last post Cuchulainn
August 25th, 2020, 3:29 pm
VaR for a life insurance company
Posted by Fadai88, July 23rd, 2020, 2:59 pm

10 Last post by complyorexplain, August 24th, 2020, 6:57 pm

10 Replies 833 Views

833 Views 10

Last post complyorexplain
August 24th, 2020, 6:57 pm
Black Scholes Merton PDE
Posted by complyorexplain, June 7th, 2020, 12:43 pm

10 Last post by Cuchulainn, August 24th, 2020, 5:56 pm

10 Replies 5022 Views

5022 Views 10

Last post Cuchulainn
August 24th, 2020, 5:56 pm
TRS sensitivities
Posted by alinghi, July 16th, 2020, 9:24 pm

1 Last post by fyvr, August 24th, 2020, 4:38 pm

1 Replies 571 Views

571 Views 1

Last post fyvr
August 24th, 2020, 4:38 pm
Equity correlation skew
Posted by RichHuBB, September 1st, 2016, 7:57 am

2 Last post by Alan, August 18th, 2020, 2:38 pm

2 Replies 819 Views

819 Views 2

Last post Alan
August 18th, 2020, 2:38 pm
ZC Bond Vs Coupon Bond Volatility
Posted by BullsI, August 17th, 2020, 9:35 am

4 Last post by BullsI, August 17th, 2020, 3:10 pm

4 Replies 412 Views

412 Views 4

Last post BullsI
August 17th, 2020, 3:10 pm
Correlation of A-B and C-D kind of assets
Posted by mathdude2018, August 14th, 2020, 5:15 pm

2 Last post by DavidJN, August 16th, 2020, 2:53 pm

2 Replies 462 Views

462 Views 2

Last post DavidJN
August 16th, 2020, 2:53 pm
Pricing of parametric weather insurance
Posted by crimaud, August 13th, 2020, 1:29 am

0 Last post by crimaud, August 13th, 2020, 1:29 am

0 Replies 322 Views

322 Views 0

Last post crimaud
August 13th, 2020, 1:29 am
Asset Allocation Models in Hedge Funds/Asset Management Firms
Posted by cs321, August 5th, 2020, 10:02 pm

5 Last post by Alan, August 6th, 2020, 7:48 pm

5 Replies 523 Views

523 Views 5

Last post Alan
August 6th, 2020, 7:48 pm
LME options margining
Posted by Islacanela, June 30th, 2020, 8:53 am

1 Last post by Islacanela, July 23rd, 2020, 2:25 pm

1 Replies 2215 Views

2215 Views 1

Last post Islacanela
July 23rd, 2020, 2:25 pm
Trading puzzle
Posted by complyorexplain, July 16th, 2020, 1:17 pm

16 Last post by complyorexplain, July 21st, 2020, 6:58 pm

16 Replies 1527 Views
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Last post complyorexplain
July 21st, 2020, 6:58 pm
Hull White Simulation
Posted by krs, July 6th, 2020, 8:31 pm

2 Last post by krs, July 7th, 2020, 12:16 pm

2 Replies 1302 Views

1302 Views 2

Last post krs
July 7th, 2020, 12:16 pm
Trend following and range trading
Posted by complyorexplain, June 5th, 2020, 9:32 pm

4 Last post by Alan, June 8th, 2020, 1:23 pm

4 Replies 2582 Views

2582 Views 4

Last post Alan
June 8th, 2020, 1:23 pm
Average Vol in Turnbull Wakeman
Posted by SWilson, November 12th, 2018, 6:01 pm

6 Last post by SWilson, June 2nd, 2020, 3:20 pm

6 Replies 4207 Views

4207 Views 6

Last post SWilson
June 2nd, 2020, 3:20 pm
Barrier option pricing method
Posted by lima2019, May 20th, 2020, 9:54 am

4 Last post by Cuchulainn, May 20th, 2020, 7:47 pm

4 Replies 2509 Views

2509 Views 4

Last post Cuchulainn
May 20th, 2020, 7:47 pm
Returns and volatility of spread portfolio (pairs trade)
Posted by mathdude2018, May 18th, 2020, 3:35 pm

1 Last post by bearish, May 18th, 2020, 4:50 pm

1 Replies 2510 Views

2510 Views 1

Last post bearish
May 18th, 2020, 4:50 pm

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