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Pricing and Hedging

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Rating Thread / Thread Starter	Last Post	Replies	Views
question about algo trading keith	09-10-2010 09:14 PM by Volatility Stalker	2	179
pricing exotic options Lun	09-10-2010 08:10 AM by Lun	2	391
Examining Maximum likelihood estimation keith	09-07-2010 12:22 PM by Mr Doe	1	133
Stochastic vol model Lun	09-06-2010 07:17 AM by Yves	3	206
reference (hypothetic) bond in treasure futures zly	09-04-2010 11:29 AM by Ken Abbott	2	122
Limitation of black scholes Lun	09-02-2010 02:40 PM by Yike Lu	5	215
How to look at embedded CB option? volguy	09-01-2010 03:18 PM by Yike Lu	9	323
Monte Carlo for newbies Andy Nguyen	08-31-2010 06:36 PM by victorp	1	197
PSOR american call/put option implementation in C++, VBA or any languages glkev	08-30-2010 06:57 PM by matty	14	5,569
Stock Index - Geometric Brownian Motion descendents	08-30-2010 06:02 AM by descendents	0	127
master's thesis - exotic option tyskland	08-30-2010 05:23 AM by tyskland	0	136
Convertible Bond Pricer Yan He	08-28-2010 11:57 PM by volguy	8	4,323
Matlab code - Vasicek yield curve fitting, Various bond price models available ( 1 2) daleholborow	08-27-2010 08:42 AM by beginner	27	12,924
Options market structure iHateVariance	08-17-2010 12:07 PM by iHateVariance	0	205
What are the main things to look at when writing covered call options ? Princeton Man	08-06-2010 11:06 PM by elliot	1	250
question on o'kane paper regarding CDS pricing econtse	08-05-2010 11:19 PM by econtse	0	188
Credit Spread Correlation Question compass	07-21-2010 05:00 PM by Andy Nguyen	1	606
Can anyone solve this? swimming	07-21-2010 01:50 PM by swimming	0	304
Heston and Nandi model (2000) optionpric	07-20-2010 05:43 PM by optionpric	11	1,954
Pricing of NDF Lun	07-18-2010 10:19 PM by Lun	0	238
Markit Evaluated Bond Service jzamoras	07-13-2010 05:37 PM by jzamoras	0	167
smile Lun	07-11-2010 05:32 PM by Lun	14	1,549
Pricing an exotic IR option tyskland	07-10-2010 12:44 PM by Alexei	1	289
Correlation of stocks Lun	06-29-2010 04:45 PM by joel_b	9	783
Beyond the stationarity condition NYConsultant	06-19-2010 11:57 PM by NYConsultant	2	488