User Lucas Morin

14 votes

5 answers

1k views

Quantum Computing for Quantitative Finance

asked May 4, 2016 at 13:47

9 votes

3 answers

3k views

Data Synchronization

asked Apr 2, 2013 at 9:43

8 votes

2 answers

2k views

Malliavin Calculus

asked Jun 14, 2013 at 13:47

8 votes

1 answer

2k views

Multi Fractals Models

asked Jun 17, 2013 at 14:59

8 votes

0 answers

300 views

American Swaption Heding with Malliavin Calculus

asked Jun 18, 2014 at 11:41

6 votes

1 answer

399 views

(Re) normalisation of random variable in Monte-Carlo simulations

asked Apr 27, 2015 at 12:59

5 votes

2 answers

427 views

Machine learning for non optimal behaviour

asked Aug 8, 2014 at 10:30

4 votes

2 answers

338 views

Stochastic process for modelling correlation?

asked Jul 3, 2023 at 10:28

2 votes

1 answer

189 views

Is there any theoretical basis for the usage of the Golden ratio / Fibonacci numbers in technical indicators?

asked Nov 14, 2020 at 13:49

2 votes

2 answers

420 views

At what time step the microstructure noise start to kick in?

asked Dec 18, 2021 at 9:59

2 votes

2 answers

188 views

Art market specificities

asked Aug 24, 2014 at 23:40

2 votes

1 answer

2k views

American Swaption Pricing with Monte-Carlo method

asked Apr 15, 2014 at 21:57

2 votes

0 answers

534 views

American Swaption Pricing with PDE discretization

asked Apr 16, 2014 at 19:25

1 vote

1 answer

2k views

How to price zero coupon bonds with short term rates model?

asked May 17, 2014 at 8:31

1 vote

1 answer

357 views

Forward rates diffusion

asked May 22, 2014 at 8:02

1 vote

1 answer

2k views

Interpolation of volatility curve for Swaption

asked May 26, 2014 at 20:20

1 vote

1 answer

87 views

interbank market rates - missing data

asked Dec 28, 2014 at 13:37

1 vote

2 answers

528 views

Forward rates formulae

asked Jul 4, 2014 at 9:37

1 vote

0 answers

130 views

Las vegas method?

asked Mar 11, 2016 at 17:35

1 vote

1 answer

111 views

Price compounding: Swap versus Governments Bonds

asked Mar 31, 2016 at 9:51

1 vote

1 answer

2k views

The ETF trick - E-mini S&P 500 Futures

asked Feb 13, 2020 at 21:36

1 vote

1 answer

279 views

Optimising returns weighted by Sharpe ratio in the context of Supervised Learning

asked Dec 30, 2020 at 7:33

0 votes

0 answers

75 views

Supervised metric including beta?

asked Jun 28, 2023 at 10:45

Stack Exchange Network

23 Questions

Quantum Computing for Quantitative Finance

Data Synchronization

Malliavin Calculus

Multi Fractals Models

American Swaption Heding with Malliavin Calculus

(Re) normalisation of random variable in Monte-Carlo simulations

Machine learning for non optimal behaviour

Stochastic process for modelling correlation?

Is there any theoretical basis for the usage of the Golden ratio / Fibonacci numbers in technical indicators?

At what time step the microstructure noise start to kick in?

Art market specificities

American Swaption Pricing with Monte-Carlo method

American Swaption Pricing with PDE discretization

How to price zero coupon bonds with short term rates model?

Forward rates diffusion

Interpolation of volatility curve for Swaption

interbank market rates - missing data

Forward rates formulae

Las vegas method?

Price compounding: Swap versus Governments Bonds

The ETF trick - E-mini S&P 500 Futures

Optimising returns weighted by Sharpe ratio in the context of Supervised Learning

Supervised metric including beta?