The tag has no wiki summary.

learn more… | top users | synonyms

17
votes
4answers
2k 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 ...
10
votes
1answer
542 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
994 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?
7
votes
2answers
693 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 ...