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4
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4answers
218 views

What kind of front end/ gui is used with trading applications?

I was wondering what kind of front end is used for trading applications. Coming from a quant background, I was always only concerned with research and back end of the application but am at a total ...
0
votes
0answers
45 views

Multi-Factor Models Application

I am trying to use what I learned about multi-Factor Models to apply to some questions: Suppose investing 80% in Portfolio A -100% in Portfolio B 20% in risk free asset If $\hat{F_1}$, denoted by ...
11
votes
2answers
720 views

Topological methods in finance

Recently a promising start-up (Ayasdi) has made headlines. They are a spin-off of the Applied and Computational Algebraic Topology group of Stanford University (ComTop). What they basically do is ...
8
votes
2answers
1k views

What are some examples of Compound Poisson processes in insurance?

I'm writing the Bachelor thesis but I need some information. I need to find some practical examples and applications of the Compound Poisson Process in insurance. Does anyone have any good examples?
6
votes
2answers
739 views

How do practitioners use the Malliavin calculus (if at all)?

This question is inspired by the remark due to Vladimir Piterbarg made in a related thread on Wilmott back in 2004: Not to be a party-pooper, but Malliavin calculus is essentially useless in ...
18
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4answers
3k views

The Application of Quantitative Finance in Sports Betting

I notice that on the surface, there are some similarities between quantitative sports betting and quantitative finance. Both has the concept of arbitaging etc. What are the applications of ...