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lcrmorin

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21 Questions

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796

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Quantum Computing for Quantitative Finance

Mar 25 '20 at 8:42 Bob Jansen♦ 5,613

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answers

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Malliavin Calculus

stochastic-calculus malliavin-calculus

Dec 17 '14 at 8:03 Drew 841

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275

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American Swaption Heding with Malliavin Calculus

hedging american-options swaption malliavin-calculus

Jul 8 '14 at 22:41 user25064 999

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answer

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Multi Fractals Models

stochastic-calculus models

Jun 30 '13 at 3:13 Community♦ 1

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Data Synchronization

trends

Jun 11 '13 at 10:38 Community♦ 1

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answer

334

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

monte-carlo random-variables

Apr 28 '15 at 17:51 AFK 3,626

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382

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Machine learning for non optimal behaviour

machine-learning american-options swaption

Aug 13 '14 at 8:08 Community♦ 1

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139

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Art market specificities

market price market-model

Aug 25 '14 at 13:07 lcrmorin 1,089

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American Swaption Pricing with Monte-Carlo method

option-pricing black-scholes monte-carlo swaption black-scholes-pde

Jun 28 '14 at 0:18 Community♦ 1

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466

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American Swaption Pricing with PDE discretization

option-pricing american-options swaption black-scholes-pde

Apr 16 '14 at 19:25 Community♦ 1

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

optimization sharpe-ratio machine-learning

Dec 30 at 7:33 lcrmorin 1,089

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

technical-analysis

Nov 14 at 13:49 lcrmorin 1,089

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601

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

etf spread spx

Feb 15 '20 at 3:22 Chris 1,528

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Price compounding: Swap versus Governments Bonds

interest-rates interest-rate-swap compounding

Dec 23 '17 at 7:01 Attack68♦ 7,362

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116

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Las vegas method?

monte-carlo american

Mar 11 '16 at 17:35 lcrmorin 1,089

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interbank market rates - missing data

interbank-rates

Dec 28 '14 at 16:10 chjortlund 660

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436

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Forward rates formulae

interest-rates forward bond short-rate

Jul 8 '14 at 12:40 KaapstadKwant 144

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Interpolation of volatility curve for Swaption

volatility swaption black

May 28 '14 at 16:59 lcrmorin 1,089

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279

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Forward rates diffusion

black-scholes interest-rates forward

May 26 '14 at 12:29 Probilitator 3,217

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Individual Credit Risk Data - Probability of Default

market-data credit-risk default-probability

Mar 20 '20 at 8:24 lcrmorin 1,089

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

fixed-income bond short-rate

Jun 16 '14 at 16:22 Community♦ 1

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21 Questions

Quantum Computing for Quantitative Finance

Malliavin Calculus

American Swaption Heding with Malliavin Calculus

Multi Fractals Models

Data Synchronization

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

Machine learning for non optimal behaviour

Art market specificities

American Swaption Pricing with Monte-Carlo method

American Swaption Pricing with PDE discretization

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

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

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

Price compounding: Swap versus Governments Bonds

Las vegas method?

interbank market rates - missing data

Forward rates formulae

Interpolation of volatility curve for Swaption

Forward rates diffusion

Individual Credit Risk Data - Probability of Default

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