Dec 2, 202314 minQuantitative ResearchApplications of Levy Processes in Modern FinanceA Levy process is a stochastic process that follows a random walk with an infinitely divisible one-step distribution...
Sep 14, 20237 minQuantitative ResearchEconometrics model for volatility - GARCHIn the analysis of macroeconomic data, we often find values in some phenomena for which the variances of the terms of error...
Apr 2, 202312 minQuantitative ResearchHow physics and statistics shaped the financial worldThe main objective of the article is how the world of finance was changed by scientific research throughout the last century...
Feb 13, 20237 minPortfolio ManagementAdditional Tier 1 BondsAdditional Tier 1 (AT1) bonds are debt instruments issued by large European financial institutions...