Learn how discounts affect bond pricing and investment decisions.
― 4 min read
Quantitative Finance - Mathematical Finance
RSSLatest Articles
Latest Articles
Analyzing market making through a novel continuous order process model.
― 5 min read
Learn the essentials of pairs trading and its market strategies.
― 4 min read
New methods enhance accuracy in predicting financial price movements and option pricing.
― 6 min read
Learn effective strategies for managing risk and returns in your investment portfolio.
― 4 min read
Discover effective strategies for portfolio allocation using Dirichlet factor portfolios.
― 4 min read
Examining risks and methodologies for valuing vulnerable derivatives in today's markets.
― 7 min read
Delayed information affects investment decisions and strategies in financial markets.
― 6 min read
Explore the role of contingent claims in stock market strategies.
― 5 min read
Learn how implied volatility shapes trading strategies and market behavior.
― 9 min read
Explore continuous volatility modeling and its role in financial markets.
― 4 min read
A look into the mechanics and behaviors within financial markets.
― 6 min read
A study on robust finance and pricing in uncertain markets.
― 7 min read
ESG investing merges profit with social and environmental responsibility.
― 5 min read
Exploring the impact of momentum traders on asset correlations.
― 6 min read
Learn about automated market makers and their impact on trading strategies in DeFi.
― 5 min read
Learn how to handle job-switching and retirement decisions for maximum satisfaction.
― 6 min read
A study on how managers handle cash amidst risk and ambiguity.
― 7 min read
This article examines the role of discount rates in climate change strategies.
― 7 min read
Learn how Hawkes processes model interconnected events in various fields.
― 4 min read
A critical look at the effectiveness of rough volatility models in financial markets.
― 6 min read
Exploring how quantum probability changes our view of asset returns and trading behaviors.
― 6 min read
A clear overview of affine term structure models and their role in interest rate analysis.
― 5 min read
A modern tontine design focusing on longevity risk and financial stability.
― 6 min read
Examining how disorder influences the behavior of physical systems.
― 4 min read
Learn effective methods for pricing various debt securities in financial markets.
― 6 min read
Learn how fluid dynamics concepts illuminate financial market behaviors.
― 6 min read
Learn how to optimize your portfolio while considering price impacts in trading.
― 5 min read
How trading strategies and constraints shape market behavior and player decisions.
― 6 min read
A novel approach to parameter estimation in volatility modeling using composite likelihood.
― 6 min read
Understanding marketing dynamics through time series data analysis.
― 5 min read
A look at the role and impact of G3Ms in decentralized finance.
― 6 min read
Explore how transformer models can improve stock trading strategies.
― 5 min read
A look into benchmark-neutral pricing for financial products like bonds.
― 5 min read
This paper models liquidity provider strategies in decentralized finance markets.
― 7 min read
Exploring polynomial Ornstein-Uhlenbeck models for financial volatility and derivative pricing.
― 7 min read
Examining how diverse investor beliefs impact welfare in trading.
― 4 min read
Learn how investors manage estimation risk through effective information strategies.
― 6 min read
An overview of how strategic trading shapes market prices and dynamics.
― 6 min read
A new approach to measuring fairness in college admissions and credit assessments.
― 6 min read
A deep look into path-dependent volatility and its impact on options pricing.
― 7 min read