Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin's user avatar
Lucas Morin
  • Member for 11 years
  • Last seen more than a week ago
  • France
14 votes
5 answers
1k views

Quantum Computing for Quantitative Finance

9 votes
3 answers
3k views

Data Synchronization

8 votes
2 answers
2k views

Malliavin Calculus

8 votes
1 answer
2k views

Multi Fractals Models

8 votes
0 answers
300 views

American Swaption Heding with Malliavin Calculus

6 votes
1 answer
397 views

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

5 votes
2 answers
427 views

Machine learning for non optimal behaviour

4 votes
2 answers
338 views

Stochastic process for modelling correlation?

2 votes
1 answer
188 views

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

2 votes
2 answers
418 views

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

2 votes
2 answers
188 views

Art market specificities

2 votes
1 answer
2k views

American Swaption Pricing with Monte-Carlo method

2 votes
0 answers
534 views

American Swaption Pricing with PDE discretization

1 vote
1 answer
2k views

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

1 vote
1 answer
357 views

Forward rates diffusion

1 vote
1 answer
2k views

Interpolation of volatility curve for Swaption

1 vote
1 answer
87 views

interbank market rates - missing data

1 vote
2 answers
528 views

Forward rates formulae

1 vote
0 answers
130 views

Las vegas method?

1 vote
1 answer
111 views

Price compounding: Swap versus Governments Bonds

1 vote
1 answer
2k views

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

1 vote
1 answer
279 views

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

0 votes
0 answers
75 views

Supervised metric including beta?