Questions tagged [application]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
22
votes
4answers
5k 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 have the concept of arbitraging, etc. What are the applications of ...
16
votes
3answers
3k 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 ...
12
votes
2answers
3k 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?
8
votes
3answers
4k views

Best tool to generate cashflow diagrams

I often have to generate cashflow diagrams. I was wondering if anyone has a good tool to generate them in either $\LaTeX$ or a picture?
8
votes
2answers
1k 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 ...
7
votes
5answers
2k 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 ...
4
votes
1answer
290 views

SABR: how often is tuning parameters needed?

This questions is regarding the behaviour of banks and other financial institutions who deal with FX products and use SABR model volatilities to price options. How often do they change/tune ...
2
votes
0answers
74 views

Quantitative Finance books for Practitioners [duplicate]

Currently searching for some books on real options and option pricing. However, the vast majority of the books are quite theoretical, and if someone has been taught these subject in class, half of it ...