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PW by JB Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...

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    I never asked my cats what they think about the concept of time. They must understand it well since they are masters at calculating time derivatives up to more than ...
    by katastrofa
    18 March 2024 11:03 pm
  • CuchulainnTrump -- the last 100 days
    https://y.yarn.co/4fc9cdd8-eda6-49a6-88a9-8738435e89ff_text.gif ...
    by Cuchulainn
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  • Mean-Variance Optimization
    Fundamental question on mean-variance optimization, please. For the historical period 2016 through 2023, I picked 30 day windows and have 300 such windows. At the start of each of those windows, ...
    by skafetaur
    18 March 2024 4:35 pm
  • CuchulainnCMS Spread
    Is CMS spread the same as a CMS spread range accrual? I guess MC, Lattice FFT methods (not PDE spread  models) are usually used?  // is a CMS spread much different from ...
    by Cuchulainn
    18 March 2024 12:21 pm
  • AminBreakthrough in the theory of stochastic differential equations and their simulation
    Friends, I was taking it easy today and started to paly with some past problems again. I was thinking that finding a hermite representation of a random variable from its ...
    by Amin
    18 March 2024 8:21 am
  • tagomaQuant Insights Conference
    QUANT INSIGHTS CONFERENCE: PORTFOLIO MANAGEMENT IN QUANT FINANCE 13th March 2024 11:00 - 18:00 GMT Post Conference Video Thanks for putting this new event together. I missed a couple of talks, though. Are the vids already available, please? Where? ...
    by tags
    17 March 2024 9:40 pm
  • CuchulainnRIP thread
    Steve Harley. ...
    by Cuchulainn
    17 March 2024 9:28 pm
  • CuchulainnHappy St. Patrick's Day!
    IlztLOvJSOUWas it "Lee" on the tattoo? ...
    by Cuchulainn
    17 March 2024 8:53 pm
  • jasonbellRebooting the News Section?
    Just a thought.  With all the advances in AI/ML and the like, it would be nice to see some of the stories in the news section.  Not sure how it's being curated, ...
    by jasonbell
    17 March 2024 5:45 pm
  • CuchulainnHot and Cold in Iceland
    https://img.rasset.ie/001fec8e-800.jpg ...
    by Cuchulainn
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