Quantitative Finance - Mathematical Finance

Mathematical FinanceUnderstanding Equity Protection Swaps in Finance

A look into equity protection swaps and risk management strategies for investors.

Marek Rutkowski, Huansang Xu

2025-06-05T15:36:20+00:00 ― 6 min read

Statistical FinanceUncovering Signals in Stock Return Correlations

Researchers reveal new methods for spotting true signals in stock returns.

Ixandra Achitouv, Vincent Lahoche, Dine Ousmane Samary

2025-06-04T14:53:04+00:00 ― 4 min read

Portfolio ManagementBalancing Investment Strategies: A Simple Guide

Learn how to create a balanced investment portfolio using intuitive and analytical strategies.

Peter Cotton

2025-06-03T14:09:48+00:00 ― 7 min read

Mathematical FinanceA Flexible Approach to Volatility in Options Trading

Introducing randomness to improve volatility model accuracy in options trading.

Nicola F. Zaugg, Leonardo Perotti, Lech A. Grzelak

2025-05-31T03:15:00+00:00 ― 6 min read

Mathematical FinanceNavigating Trade Orders in Modern Markets

A study on optimizing trade execution and managing market risks.

Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath

2025-05-30T06:49:48+00:00 ― 6 min read

Mathematical FinanceA Simple Guide to Portfolio Management

Learn the basics of managing your investment portfolio effectively.

Henry Chiu

2025-05-29T00:12:00+00:00 ― 6 min read

Mathematical FinanceSimplifying Financial Models with ajdmom

A Python package for easy moment calculations in financial modeling.

Yan-Feng Wu, Jian-Qiang Hu

2025-05-27T07:21:36+00:00 ― 5 min read

Mathematical FinanceThe Role of Riskless Assets in Finance

Explore the significance of riskless assets and their impact on investments.

Davide Lauria, JiHo Park, Yuan Hu

2025-05-26T00:43:48+00:00 ― 8 min read

Mathematical FinanceUnderstanding Dynamic Pricing in Real Estate

Learn how dynamic pricing affects real estate sales.

Lev Razumovskiy, Mariya Gerasimova, Nikolay Karenin

2025-05-24T18:06:00+00:00 ― 5 min read

ProbabilityUnderstanding Continuous Martingales and Their Behavior

A look into the world of martingales and specific relative entropy.

Julio Backhoff, Edoardo Kimani Bellotto

2025-05-14T09:09:00+00:00 ― 6 min read

Pricing of SecuritiesNavigating Uniswap V3: A Guide for Liquidity Providers

An overview of Uniswap V3's features and strategies for liquidity providers.

Liang Hou, Hao Yu, Guosong Xu

2025-05-12T17:28:00+00:00 ― 7 min read

Portfolio ManagementSmart Choices in Investment Strategies

Learn how investors can make better payoff choices.

Silvana M. Pesenti, Steven Vanduffel, Yang Yang

2025-04-26T10:21:12+00:00 ― 6 min read

Mathematical FinanceUnderstanding the Capital Asset Pricing Model and Stock Behavior

A look into small vs. large stocks and investment risks.

Abraham Atsiwo, Andrey Sarantsev

2025-04-23T23:10:36+00:00 ― 7 min read

Mathematical FinanceHarnessing Machine Learning for Smart Investing

Learn how reinforcement learning can enhance your investment strategies.

Huy Chau, Duy Nguyen, Thai Nguyen

2025-03-13T14:01:40+00:00 ― 6 min read

Mathematical FinanceSimplifying the Square-Root Process in Finance

A new method to simulate square-root processes easily and accurately.

Eduardo Abi Jaber

2025-03-07T06:56:20+00:00 ― 5 min read

Mathematical FinanceNew Model for Option Pricing Revealed

A fresh approach to understanding option pricing with the CARMA(p,q)-Hawkes model.

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji

2025-02-19T13:13:00+00:00 ― 7 min read

ProbabilityRough Volatility Models: Navigating Market Swings

Discover how volatility models shape investment strategies in dynamic markets.

Ulrich Horst, Wei Xu, Rouyi Zhang

2025-02-16T09:40:20+00:00 ― 6 min read

ProbabilityUnderstanding Stochastic Volterra Integral Equations

A simple guide to Stochastic Volterra Integral Equations and their applications in finance.

Martin Friesen, Stefan Gerhold, Kristof Wiedermann

2025-02-14T19:54:00+00:00 ― 6 min read

Mathematical FinanceThe Dance of Traders: Brokers vs. Informed Traders

A look at the strategic interplay between brokers and informed traders in finance.

Xuchen Wu, Sebastian Jaimungal

2025-02-05T09:16:00+00:00 ― 8 min read

Mathematical FinanceThe Rise of Concentrated Liquidity Market Makers

CLMMs revolutionize trading efficiency in decentralized finance, enhancing returns for liquidity providers.

Shen-Ning Tung, Tai-Ho Wang

2025-02-03T19:29:40+00:00 ― 8 min read

Mathematical FinanceNavigating Dynamic Asset Allocation in Uncertain Markets

Learn how to manage investments wisely amid market uncertainty.

Qian Lei, Chi Seng Pun, Jingxiang Tang

2025-02-02T05:43:20+00:00 ― 5 min read

Numerical AnalysisNavigating Volatility in Financial Markets

Understanding volatility and its impact on trading decisions.

Jorge P. Zubelli, Kuldeep Singh, Vinicius Albani

2025-01-28T12:24:20+00:00 ― 6 min read

ProbabilityNavigating Uncertainty with BSVIEs

BSVIEs blend finance and mathematics to manage uncertainty in decision-making.

Qian Lei, Chi Seng Pun

2025-01-26T22:38:00+00:00 ― 5 min read