Insights from QuantMinds International and beyond
After two years apart, we're thrilled to be back at the most significant event for quants. We look forward to welcoming you on Monday 6 Dec, but in the meantime, we are very happy to share some of our most valued collaborators' work in this eMagazine, including our partners' latest technological and strategic innovations. We hope you enjoy - read now >>
Expert insights
- Towards non-equilibrium and non-perturbative finance by Igor Halperin
- Forecasting implications of the global energy transition by Maxim Kartamyshev
- Market risk: Optimal VaR adaptation & machine learning by Peter Quell
- Semi-analytical pricing of barrier options in the time dependent lambda-SABR model by Andrey Itkin and Dmitry Muravey
Downloadable papers:
- The price of inflation uncertainty by Jessica James, Michael Leister, and Christoph Rieger
- Efficient valuation of callable bonds: The dynamic Chebyshev method by Kathrin Glau, Christian Pötz, Mikhail Soloveitchik, and Linus Wunderlich