Serving the Quantitative Finance Community
-
- Principal Discussion Forums
- General Forum
- Technical Forum
- Trading Forum
- Numerical Methods Forum
- Programming and Software Forum
- Economics Forum
- Politics Forum
- Book And Research Paper Forum
- Student Forum
- Careers, Jobs And Events
- Careers Forum
- Jobs Board
- Events Board
- Community Projects
- The Quantitative Finance FAQs Project
- The Quantitative Finance Code Library Project
- Off Topic And Miscellaneous
- Off Topic
- Brainteaser Forum
- Forum and Website Bugs and Suggestions
Technical Forum
This is the place for seasoned professionals' technobabble. Newbies, read (and learn) only!
Topics
9485 topics
-
Breakthrough in the theory of stochastic differential equations and their simulation1995 Replies 334741 Views334741 Views 1995
-
Apply monotone convex interpolation to swap rate input dataPosted by BerndSchmitz2, August 25th, 2023, 4:31 pm1 Replies 246 Views246 Views 1
-
Is there any professional name for this stochastic process?Posted by EdisonCruise, August 28th, 2023, 4:52 pm2 Replies 320 Views320 Views 2
-
LGM Multifactor Model / Reversion ParameterPosted by pcaspers, January 9th, 2023, 4:39 pm2 Replies 1436 Views1436 Views 2
-
How to derive the optimal option structure given investor views, i.e. risk reversal or condor is optimal?Posted by runner2000, June 12th, 2023, 12:51 pm0 Replies 591 Views591 Views 0
-
Absence of long-dated bond repo market: why ?Posted by woodsdevil, June 1st, 2023, 12:31 am0 Replies 566 Views566 Views 0
-
Pricing in Asian illiquidity markets (Caps/Floor)Posted by 2fingers, May 9th, 2023, 6:06 am4 Replies 927 Views927 Views 4
-
Correlation Estimation for pricing of Worst-of optionsPosted by RReady, May 7th, 2023, 2:26 pm5 Replies 903 Views903 Views 5
-
7195 Views 5
-
Is the type of mathematics found in finance limited?Posted by Paul, July 11th, 2018, 5:49 am107 Replies 40931 Views40931 Views 107
-
Methods of yield to maturity calculationPosted by trc, February 22nd, 2023, 9:35 am0 Replies 1174 Views1174 Views 0
-
DateRollConvention of short overnight swapsPosted by BerndSchmitz2, February 21st, 2023, 4:28 pm0 Replies 1144 Views1144 Views 0
-
Simulation Path Number in Mortgage Price/OASPosted by billyx524, January 22nd, 2023, 7:27 pm2 Replies 1248 Views1248 Views 2
-
Two-factor Interest Rates model: intuitive parameters ?Posted by woodsdevil, April 10th, 2022, 7:59 am16 Replies 5780 Views5780 Views 16
-
GPCM Natural Gas Market Forecasting SystemPosted by nuclph, August 26th, 2009, 1:38 pm2 Replies 36671 Views36671 Views 2
-
Bloomberg World Interest Rate Probability WIRP calculationsPosted by quanteric, October 4th, 2022, 1:27 pm0 Replies 3375 Views3375 Views 0
-
2831 Views 2
-
Implied volatility skew decay over expiryPosted by lovenatalya, September 9th, 2022, 11:08 pm5 Replies 2746 Views2746 Views 5
-
2398 Views 1
-
8526 Views 13
Who is online
Users browsing this forum: No registered users and 5 guests
Forum permissions
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum