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Technical Forum
This is the place for seasoned professionals' technobabble. Newbies, read (and learn) only!
Topics
9383 topics
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non probabilistic model for interest rate derivative by Epstein&WilmottPosted by frenchX, August 18th, 2010, 8:01 pm10 Replies 24888 Views24888 Views 10
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107 Views 3
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Breakthrough in the theory of stochastic differential equations and their simulation777 Replies 48322 Views48322 Views 777
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Can I run my VAR model on differenced variables?Posted by tiko, January 4th, 2019, 7:42 pm2 Replies 183 Views183 Views 2
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327 Views 2
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PCA and BPV as trading strategiesPosted by Unapproachable, December 3rd, 2018, 11:58 pm0 Replies 103 Views103 Views 0
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Solving XCCY basis spread by using IR-FX parityPosted by MikeJuniperhill, November 7th, 2018, 1:06 pm3 Replies 259 Views259 Views 3
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Data request help (VDAX, Bloomberg?)Posted by Alan, November 23rd, 2018, 6:39 pm0 Replies 102 Views102 Views 0
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402 Views 13
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Liquidation of multi-asset portfoliosPosted by Cuchulainn, June 24th, 2018, 3:19 pm14 Replies 634 Views634 Views 14
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Expected Equity Returns Should Correlate with Idiosyncratic RiskPosted by Collector, October 17th, 2018, 11:04 pm0 Replies 161 Views161 Views 0
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Logic between Tips and Inflation SurprisePosted by anjoazul, October 2nd, 2018, 1:16 pm0 Replies 193 Views193 Views 0
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Value of option on stationary price processPosted by mathdude2018, September 20th, 2018, 2:45 pm4 Replies 232 Views232 Views 4
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1404 Views 24
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323 Views 5
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CVA using Hull&White single factor modelPosted by hiroshima, August 24th, 2018, 1:52 pm1 Replies 225 Views225 Views 1
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Does Cov(X,I{Y>K}) = Cov(X,Y|Y=K)f_Y(K) hold in general?Posted by caperover, August 1st, 2018, 9:12 pm4 Replies 413 Views413 Views 4
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Positive Heston European call thetaPosted by lovenatalya, May 5th, 2018, 5:41 am65 Replies 3276 Views3276 Views 65
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Models of random orders in full market depth order bookPosted by Serg314, August 23rd, 2018, 9:59 am3 Replies 216 Views216 Views 3
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