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 ...
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 ...
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?
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 ...