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Web site: "Financial Mathematics Seminar Bookshelf" [URL]

posted by editor's pictureeditor, 01 June 1999

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Book: "Theory of Financial Risk" [URL]

posted by editor's pictureeditor, 01 June 1999

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Web site: "Traffic" [URL]

posted by editor's pictureeditor, 01 June 1999

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Pages

Low-entropy trading

Christopher Zapart

posted by Anonymous's pictureAnonymous, 09 November 2010

pdf (1533 views, 336 download, 2 comments)

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Cumulant Approach of Arbitrary Truncated Levy Flight

Dmitry V. Vinogradov

posted by vin63's picturevin63, 28 October 2010

pdf (547 views, 301 download, 0 comments)

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Statistical properties of derivatives: a journey in term structures

Delphine Lautier, Franck Raynaud

posted by franckraynaud's picturefranckraynaud, 28 October 2010

pdf (530 views, 241 download, 0 comments)

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How sensitive are equilibrium pricing models to real-world distortions?

Harbir Lamba

posted by hlamba's picturehlamba, 05 October 2010

pdf other (472 views, 492 download, 0 comments)

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Generalized Hirsch h-index for disclosing latent facts in citation networks

Antonis Sidiropoulos

posted by Anonymous's pictureAnonymous, 04 October 2010

pdf (832 views, 746 download, 0 comments)

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Modeling the non-Markovian, non-stationary scaling dynamics of financial markets

Fulvio Baldovin, Dario Bovina, Francesco Camana, Attilio L. Stella

posted by Anonymous's pictureAnonymous, 08 September 2010

pdf ps other (468 views, 718 download, 0 comments)

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A Random Matrix Approach to VARMA Processes

Zdzisław Burda, Andrzej Jarosz, Maciej A. Nowak, Małgorzata Snarska

posted by snarska's picturesnarska, 03 September 2010

pdf ps other (488 views, 801 download, 0 comments)

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Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game

Yu.A.Kuperin, M.M.Morozova

posted by kuperin's picturekuperin, 26 August 2010

pdf (487 views, 375 download, 0 comments)

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Canonical Representation of Option Prices and Greeks with Implications for Market Timing

Godfrey Cadogan

posted by gocadog's picturegocadog, 24 July 2010

other (580 views, 281 download, 0 comments)

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On the energy content of a money unit

Bernard C. Beaudreau, Vladimir N. Pokrovskii

posted by Anonymous's pictureAnonymous, 14 July 2010

pdf (516 views, 262 download, 0 comments)

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