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Dec 2, 202314 min read
Applications of Levy Processes in Modern Finance
A Levy process is a stochastic process that follows a random walk with an infinitely divisible one-step distribution...
Sep 14, 20237 min read
Econometrics model for volatility - GARCH
In the analysis of macroeconomic data, we often find values in some phenomena for which the variances of the terms of error...
Apr 2, 202312 min read
How physics and statistics shaped the financial world
The main objective of the article is how the world of finance was changed by scientific research throughout the last century...
Feb 13, 20237 min read
Additional Tier 1 Bonds
Additional Tier 1 (AT1) bonds are debt instruments issued by large European financial institutions...
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