SP6

SP6 Discussion

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  1. ruban

    Error in Derivation of BS PDE

    ruban, Feb 11, 2008
    Replies:
    6
    Views:
    3,155
    mkone
    Apr 6, 2009
  2. Gareth

    bears, butterflies and strangles etc...

    Gareth, Feb 25, 2006
    Replies:
    11
    Views:
    3,077
    Gareth
    Mar 23, 2006
  3. welsh_owen

    SPV for principal-at-risk longevity bond

    welsh_owen, Sep 2, 2012
    Replies:
    6
    Views:
    3,011
    Mike Lewry
    Aug 7, 2014
  4. Oxymoron

    Ho-Lee in terms of HJM

    Oxymoron, Sep 11, 2013
    Replies:
    8
    Views:
    2,873
    Oxymoron
    Oct 29, 2013
  5. The AA

    Asset or nothing call

    The AA, Mar 7, 2008
    Replies:
    1
    Views:
    2,820
    Louisa
    Mar 7, 2008
  6. Edwin

    Effect of Default correlation on CDO's_Sep 10, 6

    Edwin, Jan 28, 2013
    Replies:
    3
    Views:
    2,770
    Edwin
    Mar 10, 2013
  7. Gareth

    delta hedging

    Gareth, Jan 30, 2006
    Replies:
    3
    Views:
    2,740
    Brian101
    Feb 2, 2006
  8. Oxymoron

    Graphing Greeks for a Basket of Options

    Oxymoron, Dec 25, 2011
    Replies:
    6
    Views:
    2,707
    Oxymoron
    Jan 20, 2013
  9. propeller_dan

    ST6 and Hull

    propeller_dan, Dec 4, 2005
    Replies:
    8
    Views:
    2,696
    monkey catcher
    Dec 23, 2005
  10. olly

    Help needed.

    olly, Feb 18, 2006
    Replies:
    10
    Views:
    2,690
    Gareth
    Feb 19, 2006
  11. uktous

    Options, Futures, and Other Derivatives (7th Edition) is coming soon...

    uktous, Jun 7, 2008
    Replies:
    1
    Views:
    2,673
    YetAnotherStudent
    Jun 19, 2008
  12. Edwin

    “You are likely to still be ahead”

    Edwin, Jan 25, 2016
    Replies:
    3
    Views:
    2,661
    Mdletshezela
    Jun 5, 2016
  13. AAStuck

    calculator

    AAStuck, Nov 17, 2008
    Replies:
    5
    Views:
    2,630
    examstudent
    Nov 25, 2008
  14. Professor

    Risk free rate

    Professor, Jan 19, 2009
    Replies:
    3
    Views:
    2,623
    Elroy
    May 13, 2010
  15. mtm

    Ct8 Vs St6

    mtm, Feb 21, 2006
    Replies:
    4
    Views:
    2,617
    Gareth
    Feb 22, 2006
  16. The AA

    Sept 08

    The AA, Sep 18, 2008
    Replies:
    2
    Views:
    2,575
    Amrit
    Sep 18, 2008
  17. The AA

    Sept 07

    The AA, Oct 4, 2007
    Replies:
    0
    Views:
    2,559
    The AA
    Oct 4, 2007
  18. Edwin

    Double Stochastic Integral

    Edwin, Mar 17, 2012
    Replies:
    3
    Views:
    2,531
    Mike Lewry
    Mar 19, 2012
  19. ruban

    See institute solution to ST6—A2007 Q1 (iii) 7(b)

    ruban, Aug 18, 2007
    Replies:
    1
    Views:
    2,499
    Mike Lewry
    Sep 12, 2007
  20. JNSamara

    Proof of formula for u & d in Binomial Tree

    JNSamara, Apr 15, 2009
    Replies:
    1
    Views:
    2,440
    JNSamara
    Apr 15, 2009
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