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DL and PDEs
Posted by mtsm, November 6th, 2017, 8:46 pm

140 Last post by ISayMoo, August 13th, 2019, 11:29 am

140 Replies 8523 Views
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Last post ISayMoo
August 13th, 2019, 11:29 am
Why is Bellman Equation solved by backwards?
Posted by EdisonCruise, July 21st, 2019, 3:13 pm

14 Last post by katastrofa, August 11th, 2019, 6:05 pm

14 Replies 678 Views

678 Views 14

Last post katastrofa
August 11th, 2019, 6:05 pm
Breakthrough in the theory of stochastic differential equations and their simulation
Posted by Amin, April 17th, 2016, 12:24 pm

792 Last post by Amin, August 4th, 2019, 6:36 pm

792 Replies 55153 Views
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Last post Amin
August 4th, 2019, 6:36 pm
Zassenhaus formula
Posted by frolloos, July 11th, 2019, 3:20 pm

12 Last post by Alan, July 12th, 2019, 10:56 pm

12 Replies 660 Views

660 Views 12

Last post Alan
July 12th, 2019, 10:56 pm
A proposal
Posted by MarkBrezina, May 5th, 2019, 4:01 pm

6 Last post by DavidJN, July 10th, 2019, 4:41 pm

6 Replies 412 Views

412 Views 6

Last post DavidJN
July 10th, 2019, 4:41 pm
Machine Learning and the physical sciences
Posted by ISayMoo, May 20th, 2019, 12:07 pm

19 Last post by katastrofa, May 25th, 2019, 4:03 pm

19 Replies 936 Views
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Last post katastrofa
May 25th, 2019, 4:03 pm
Partial Time Barrier Option
Posted by SWilson, May 24th, 2019, 2:26 pm

5 Last post by Alan, May 24th, 2019, 3:23 pm

5 Replies 277 Views

277 Views 5

Last post Alan
May 24th, 2019, 3:23 pm
If you are bored with Deep Networks
Posted by ISayMoo, November 7th, 2017, 9:55 pm

436 Last post by tw, May 23rd, 2019, 3:29 pm

436 Replies 18762 Views
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Last post tw
May 23rd, 2019, 3:29 pm
Bermudan swaption misprice
Posted by kelang, May 18th, 2019, 2:06 pm

2 Last post by fyvr, May 21st, 2019, 7:07 pm

2 Replies 305 Views

305 Views 2

Last post fyvr
May 21st, 2019, 7:07 pm
Vol-of-Vol and the VIX
Posted by AwesomeBanana443, May 8th, 2019, 12:34 pm

5 Last post by Alan, May 9th, 2019, 3:53 pm

5 Replies 432 Views

432 Views 5

Last post Alan
May 9th, 2019, 3:53 pm
Computing sensitivities/greeks in computational finance, optimization and Machine Learning (ML): the Candidates
Posted by Cuchulainn, May 8th, 2019, 4:07 pm

4 Last post by Cuchulainn, May 9th, 2019, 8:40 am

4 Replies 258 Views

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Last post Cuchulainn
May 9th, 2019, 8:40 am
Terminal correlations in Monte-Carlo Long-First-Step Local Volatility context?
Posted by stampeding, May 2nd, 2019, 1:47 pm

7 Last post by Alan, May 7th, 2019, 11:00 pm

7 Replies 493 Views

493 Views 7

Last post Alan
May 7th, 2019, 11:00 pm
Questions on Inflation Modeling
Posted by caperover, April 4th, 2019, 7:30 pm

3 Last post by gbelford, May 7th, 2019, 5:06 am

3 Replies 366 Views

366 Views 3

Last post gbelford
May 7th, 2019, 5:06 am
Simulate extremes of a Brownian motion
Posted by gelfand, April 27th, 2019, 12:49 pm

6 Last post by bearish, May 5th, 2019, 1:07 am

6 Replies 412 Views

412 Views 6

Last post bearish
May 5th, 2019, 1:07 am
Recovery of density functions from call/put prices
Posted by EAZL, May 6th, 2016, 12:16 pm

18 Last post by fomisha, April 23rd, 2019, 2:43 pm

18 Replies 2046 Views
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Last post fomisha
April 23rd, 2019, 2:43 pm
Developing bid-ask probabilities for high-frequency trading
Posted by ingber, April 17th, 2019, 5:05 pm

1 Last post by ISayMoo, April 22nd, 2019, 9:58 am

1 Replies 210 Views

210 Views 1

Last post ISayMoo
April 22nd, 2019, 9:58 am
Callable debt
Posted by zpablo24, April 17th, 2019, 4:57 pm

0 Last post by zpablo24, April 17th, 2019, 4:57 pm

0 Replies 138 Views

138 Views 0

Last post zpablo24
April 17th, 2019, 4:57 pm
Probability of peg break
Posted by antaragini, April 12th, 2019, 10:27 am

2 Last post by ISayMoo, April 13th, 2019, 12:20 pm

2 Replies 228 Views

228 Views 2

Last post ISayMoo
April 13th, 2019, 12:20 pm
Zvspread for a callable bond
Posted by caperover, April 5th, 2019, 1:53 pm

2 Last post by caperover, April 5th, 2019, 6:42 pm

2 Replies 170 Views

170 Views 2

Last post caperover
April 5th, 2019, 6:42 pm
Reconstructing order book from full depth data
Posted by sslack88, March 29th, 2019, 9:24 pm

0 Last post by sslack88, March 29th, 2019, 9:24 pm

0 Replies 179 Views

179 Views 0

Last post sslack88
March 29th, 2019, 9:24 pm
Z-Spread Conventions
Posted by dtm541, March 26th, 2019, 3:10 pm

0 Last post by dtm541, March 26th, 2019, 3:10 pm

0 Replies 173 Views

173 Views 0

Last post dtm541
March 26th, 2019, 3:10 pm
Riemann zeta function finance, much used?
Posted by Collector, March 4th, 2019, 8:24 pm

5 Last post by Cuchulainn, March 22nd, 2019, 11:46 am

5 Replies 580 Views

580 Views 5

Last post Cuchulainn
March 22nd, 2019, 11:46 am
Convexity corrections ...
Posted by Pat, March 19th, 2019, 3:02 pm

0 Last post by Pat, March 19th, 2019, 3:02 pm

0 Replies 227 Views

227 Views 0

Last post Pat
March 19th, 2019, 3:02 pm
Hacking ML for fun & profit
Posted by ISayMoo, January 16th, 2018, 4:02 pm

63 Last post by Cuchulainn, March 17th, 2019, 3:56 pm

63 Replies 3073 Views
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Last post Cuchulainn
March 17th, 2019, 3:56 pm
Sampled data for Inflation options (year-on-year and zero-coupon)
Posted by kiann, February 24th, 2019, 7:38 pm

0 Last post by kiann, February 24th, 2019, 7:38 pm

0 Replies 163 Views

163 Views 0

Last post kiann
February 24th, 2019, 7:38 pm

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