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Technical Forum
This is the place for seasoned professionals' technobabble. Newbies, read (and learn) only!
Topics
9454 topics
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American options with two free boundariesPosted by Cuchulainn, January 22nd, 2021, 8:20 am5 Replies 191 Views191 Views 5
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Breakthrough in the theory of stochastic differential equations and their simulation1039 Replies 132746 Views132746 Views 1039
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If you are bored with Deep NetworksPosted by ISayMoo, November 7th, 2017, 9:55 pm521 Replies 59703 Views59703 Views 521
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Benchmark tests: KO European and American double barrier optionsPosted by Cuchulainn, January 10th, 2021, 1:32 pm23 Replies 731 Views731 Views 23
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bond futures vs CTD yield conundrumPosted by fyvr, September 29th, 2020, 5:17 pm9 Replies 1141 Views1141 Views 9
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627 Views 4
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American Implied Volatility from quotesPosted by PrinceQnt, October 28th, 2020, 9:53 pm12 Replies 1480 Views1480 Views 12
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Is there any mathematical tool to solve this HJB-like problem?Posted by EdisonCruise, December 10th, 2020, 2:44 pm0 Replies 493 Views493 Views 0
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1201 Views 1
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Converting a swap spread to a different day countPosted by DavidJN, November 30th, 2020, 6:33 pm1 Replies 524 Views524 Views 1
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Arbitrage Free Interpolation of Implied Volatility on Time DimensionPosted by gchu2020, November 19th, 2020, 2:34 pm2 Replies 668 Views668 Views 2
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Bergomi skew arbitrage strategyPosted by volasmiler, November 21st, 2020, 12:59 pm0 Replies 636 Views636 Views 0
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Interpolation of a Implied Volatility SurfacePosted by yondaime, May 19th, 2020, 4:18 am18 Replies 4863 Views4863 Views 18
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Variance Swap (VarSwap) Volga hedgePosted by BullsI, September 7th, 2020, 12:02 pm4 Replies 1169 Views1169 Views 4
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Options when there's no VolSurf - Emerging/Frontier MarketsPosted by Mercadian, July 24th, 2020, 7:38 pm10 Replies 1632 Views1632 Views 10
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Pricing IRBS using Avg Arithmetic Fed FundsPosted by rogered, November 23rd, 2014, 5:50 pm2 Replies 4683 Views4683 Views 2
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