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Technical Forum
This is the place for seasoned professionals' technobabble. Newbies, read (and learn) only!
Topics
9458 topics
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Breakthrough in the theory of stochastic differential equations and their simulation1246 Replies 165622 Views165622 Views 1246
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Volume in Yahoo Finance Historical Prices DataPosted by Sleepy Ted, August 7th, 2021, 4:36 pm0 Replies 322 Views322 Views 0
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51690 Views 6
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Is the type of mathematics found in finance limited?Posted by Paul, July 11th, 2018, 5:49 am102 Replies 12139 Views12139 Views 102
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time interpolation in variance vs volatilityPosted by pcaspers, April 3rd, 2021, 6:12 pm3 Replies 1048 Views1048 Views 3
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American Implied Volatility from quotesPosted by PrinceQnt, October 28th, 2020, 9:53 pm13 Replies 2889 Views2889 Views 13
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Interpolation of a Implied Volatility SurfacePosted by yondaime, May 19th, 2020, 4:18 am20 Replies 6797 Views6797 Views 20
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If you are bored with Deep NetworksPosted by ISayMoo, November 7th, 2017, 9:55 pm528 Replies 70906 Views70906 Views 528
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Bergomi skew arbitrage strategyPosted by volasmiler, November 21st, 2020, 12:59 pm1 Replies 1869 Views1869 Views 1
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Benchmark tests: KO European and American double barrier optionsPosted by Cuchulainn, January 10th, 2021, 1:32 pm23 Replies 2907 Views2907 Views 23
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bond futures vs CTD yield conundrumPosted by fyvr, September 29th, 2020, 5:17 pm9 Replies 2357 Views2357 Views 9
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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 1521 Views1521 Views 0
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2235 Views 1
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Converting a swap spread to a different day countPosted by DavidJN, November 30th, 2020, 6:33 pm1 Replies 1503 Views1503 Views 1
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