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Technical Forum
This is the place for seasoned professionals' technobabble. Newbies, read (and learn) only!
Topics
9440 topics
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Breakthrough in the theory of stochastic differential equations and their simulation974 Replies 114574 Views114574 Views 974
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Options when there's no VolSurf - Emerging/Frontier MarketsPosted by Mercadian, July 24th, 2020, 7:38 pm9 Replies 486 Views486 Views 9
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Pricing IRBS using Avg Arithmetic Fed FundsPosted by rogered, November 23rd, 2014, 5:50 pm2 Replies 3711 Views3711 Views 2
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1070 Views 7
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Interpolation of a Implied Volatility SurfacePosted by yondaime, May 19th, 2020, 4:18 am6 Replies 2603 Views2603 Views 6
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Expected Equity Returns Should Correlate with Idiosyncratic RiskPosted by Collector, October 17th, 2018, 11:04 pm1 Replies 1888 Views1888 Views 1
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Implied Volatility Surface for Filtered Historical SimulationPosted by kshemyakin, May 15th, 2020, 7:29 pm0 Replies 3957 Views3957 Views 0
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Transforming Two-Factor PDEs containing Mixed Derivatives to Canonical FormPosted by Cuchulainn, February 12th, 2020, 1:36 pm9 Replies 3171 Views3171 Views 9
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4121 Views 0
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NYSE and/or NASDAQ Equity Tick Data Vendor RecommendationPosted by PicturePerfect, May 5th, 2020, 4:43 pm0 Replies 4112 Views4112 Views 0
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2241 Views 10
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Dupire vs Stochastique volatility : Vomma risk analysisPosted by Humble, April 4th, 2020, 1:39 pm0 Replies 4299 Views4299 Views 0
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Bloomberg Curve Stripping with IMM FRAsPosted by pcaspers, September 24th, 2019, 9:57 am3 Replies 5566 Views5566 Views 3
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Is Ito’s lemma applicable to a diffusion process with transition probability?Posted by EdisonCruise, February 14th, 2020, 8:15 am2 Replies 3277 Views3277 Views 2
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Hedging with a different underlying - bond options casePosted by lePiddu, January 30th, 2020, 11:36 am3 Replies 2726 Views2726 Views 3
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