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The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions …
|inflation× 19||binomial× 19||differential-equations× 19|
The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
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|binary-options× 18||gamma× 18||investment× 18||leverage× 18|
The [Kalman filter], also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccurac…
|financial-engineering× 18||sde× 18||pricing-formulae× 18|
|moving-average× 18||short-selling× 18||swaption× 18||transaction-costs× 18|
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