
Remembering Marco
Lixin Wu: “We should celebrate his life. A life with numerous contributions to quantitative finance and beyond and a life that enriched numerous others’, including mine.” […]
Lixin Wu: “We should celebrate his life. A life with numerous contributions to quantitative finance and beyond and a life that enriched numerous others’, including mine.” […]
In 2013 Marco Avellaneda discussed his life and career with Dan Tudball. In Marco’s memory Wilmott re-publishes the full article that featured on the cover of the September 2013 issue. […]
This column is written jointly by John Swetye of Hypernormal Enterprises, Darien, CT and William T. Ziemba and an earlier version was published
in: John Swetye & William T. Ziemba (2016) Using Zweig’s monetary and momentum models in the
modern era, Quantitative Finance Letters, 4:1, 35–39, DOI: 10.1080/21649502.2015.1165917. A version of
this article will also appear in Stock Market Crashes: Predictable and Unpredictable and What to do About Them (World Scientific, 2017). […]
Now that manipulations of currency fixings have been examined and many fines have been paid, Uwe Wystup recaps how the fixing production has been reshaped […]
Put-call symmetry may have been the start but, for Peter Carr, the importance of invariance extends into surprising realms of possibility. Dan Tudball traces Carr’s kaleidoscopic journey … […]
XVA sees your trading book valuation problem and raises it by whatever magnitude induces hyperventilation. Ryan Ferguson discusses how a moment of inspiration led to total domination of the XVA compute problem […]
“It was a rather exciting year,” Dr. Timothy Klassen, CEO of Vola Dynamics LLC, says with some understatement, as he reflects on 2020. Vola’s analytics library, which produces easy-to-use, tradeable, and real-time volatility surfaces, proved […]
A powerful AI platform originally developed with the goal of putting Deep Neural Networks to work on European public health policy issues has steadily gained a reputation for being one of the most compelling technologies […]
Published in partnership with Quantifi, a provider of risk, analytics and trading solutions Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first […]
As climate change progresses over the coming decades, a widening rangeof sectors will experience climate change-related damages. Climate outcomes, however, are subject to a high degree of uncertainty due to not only the socio-economic dynamics […]
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