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Recommendation on Quantitative Finance Research Papers for Undergraduates
Posted by galvinator, September 14th, 2018, 11:51 am

14 Last post by galvinator, Today, 3:21 pm

14 Replies 313 Views

313 Views 14

Last post galvinator
Today, 3:21 pm
Proofs of convergence of numerical algorithms
Posted by katastrofa, December 10th, 2017, 9:51 pm

8 Last post by ExSan, September 14th, 2018, 12:27 am

8 Replies 752 Views

752 Views 8

Last post ExSan
September 14th, 2018, 12:27 am
analytical form for average of BS option over maturities?
Posted by tw, September 8th, 2018, 5:49 pm

4 Last post by Alan, September 9th, 2018, 3:08 pm

4 Replies 174 Views

174 Views 4

Last post Alan
September 9th, 2018, 3:08 pm
CFA exams
Posted by ppauper, June 24th, 2011, 4:16 pm

52 Last post by ppauper, August 31st, 2018, 5:55 am

52 Replies 28830 Views
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28830 Views 52

Last post ppauper
August 31st, 2018, 5:55 am
Pricing of SSE 50ETF options
Posted by Cuchulainn, August 27th, 2018, 12:58 pm

3 Last post by Alan, August 27th, 2018, 4:56 pm

3 Replies 148 Views

148 Views 3

Last post Alan
August 27th, 2018, 4:56 pm
Correlated random numbers using cholesky vs multivariate normal random number
Posted by mathdude2018, August 7th, 2018, 9:54 pm

2 Last post by doublebarrier2000, August 27th, 2018, 1:11 pm

2 Replies 174 Views

174 Views 2

Last post doublebarrier2000
August 27th, 2018, 1:11 pm
Hull&White single factor model for interest rate
Posted by hiroshima, August 24th, 2018, 1:52 pm

0 Last post by hiroshima, August 24th, 2018, 1:52 pm

0 Replies 52 Views

52 Views 0

Last post hiroshima
August 24th, 2018, 1:52 pm
Monte Carlo: is PathEvolver:Price 1:1 or 1:N?
Posted by Cuchulainn, October 20th, 2017, 6:18 pm

1 Last post by conheovang, August 24th, 2018, 3:17 am

1 Replies 448 Views

448 Views 1

Last post conheovang
August 24th, 2018, 3:17 am
Results of PCA on Yield Curve vs Forward rates for estimating HJM volatilities
Posted by amoskoh, August 13th, 2018, 9:47 am

1 Last post by bearish, August 13th, 2018, 4:38 pm

1 Replies 100 Views

100 Views 1

Last post bearish
August 13th, 2018, 4:38 pm
Yield Curve construction help : DATA
Posted by 221991, August 8th, 2018, 1:43 am

1 Last post by 221991, August 13th, 2018, 12:48 am

1 Replies 121 Views

121 Views 1

Last post 221991
August 13th, 2018, 12:48 am
Bermudan Options
Posted by Koala, May 25th, 2003, 8:11 am

22 Last post by Alan, August 10th, 2018, 7:00 pm

22 Replies 191619 Views
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Last post Alan
August 10th, 2018, 7:00 pm
Black-Scholes with stochastic interest rates
Posted by stilyo, August 3rd, 2018, 9:16 pm

3 Last post by Alan, August 4th, 2018, 2:53 am

3 Replies 174 Views

174 Views 3

Last post Alan
August 4th, 2018, 2:53 am
convexity adjustment
Posted by xingwei86524, July 24th, 2018, 1:10 am

3 Last post by bearish, August 1st, 2018, 11:01 am

3 Replies 321 Views

321 Views 3

Last post bearish
August 1st, 2018, 11:01 am
Wilmott's Book Quantitative Finance 2nd Ed
Posted by junior24, July 19th, 2018, 1:12 pm

6 Last post by ppauper, July 20th, 2018, 12:53 pm

6 Replies 231 Views

231 Views 6

Last post ppauper
July 20th, 2018, 12:53 pm
Paced Transition Plan, discuss....
Posted by RiskUser, October 30th, 2017, 5:29 pm

5 Last post by RiskUser, July 18th, 2018, 2:10 pm

5 Replies 1382 Views

1382 Views 5

Last post RiskUser
July 18th, 2018, 2:10 pm
Optimisation problem for Multi Asset Liquidation
Posted by SamHarper, July 14th, 2018, 5:09 pm

1 Last post by Cuchulainn, July 16th, 2018, 11:26 am

1 Replies 125 Views

125 Views 1

Last post Cuchulainn
July 16th, 2018, 11:26 am
Basis Risks
Posted by xingwei86524, July 11th, 2018, 1:33 am

1 Last post by bearish, July 11th, 2018, 5:18 pm

1 Replies 161 Views

161 Views 1

Last post bearish
July 11th, 2018, 5:18 pm
index options depending on historical and future volatility
Posted by frolloos, July 3rd, 2018, 6:44 am

5 Last post by bearish, July 5th, 2018, 2:01 am

5 Replies 272 Views

272 Views 5

Last post bearish
July 5th, 2018, 2:01 am
Cash delta vs Forward delta?
Posted by kfp22, June 25th, 2018, 8:14 am

1 Last post by frolloos, June 25th, 2018, 9:56 am

1 Replies 205 Views

205 Views 1

Last post frolloos
June 25th, 2018, 9:56 am
Analytic ODE solution possible for this one?
Posted by tw, January 3rd, 2018, 10:17 pm

26 Last post by ppauper, June 23rd, 2018, 6:48 am

26 Replies 1650 Views
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Last post ppauper
June 23rd, 2018, 6:48 am
Integral Inequality
Posted by stilyo, June 20th, 2018, 7:10 pm

2 Last post by Cuchulainn, June 21st, 2018, 11:14 am

2 Replies 151 Views

151 Views 2

Last post Cuchulainn
June 21st, 2018, 11:14 am
Are these two RVs independent?
Posted by frolloos, June 16th, 2018, 1:24 pm

15 Last post by frolloos, June 19th, 2018, 9:11 am

15 Replies 508 Views
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Last post frolloos
June 19th, 2018, 9:11 am
Options replication
Posted by frolloos, May 23rd, 2018, 9:16 am

12 Last post by amike, May 25th, 2018, 11:08 am

12 Replies 596 Views

596 Views 12

Last post amike
May 25th, 2018, 11:08 am
Apply for the 2018 FINCAD Women in Finance Scholarship | Deadline: June 30
Posted by Katy, May 16th, 2018, 12:56 pm

0 Last post by Katy, May 16th, 2018, 12:56 pm

0 Replies 348 Views

348 Views 0

Last post Katy
May 16th, 2018, 12:56 pm
Benchmark Fallbacks Spread Calculation and Term Fixing
Posted by RiskUser, May 10th, 2018, 7:51 am

1 Last post by RiskUser, May 14th, 2018, 10:40 am

1 Replies 325 Views

325 Views 1

Last post RiskUser
May 14th, 2018, 10:40 am

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