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Investigating new ways to leverage math, physics, and IT in the world of financial analysis.

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Python Package Index

  • HeiankyoView 0.9 29 min 41 sec old
  • py-mms 0.2 29 min 58 sec old
  • django-pastedeploy-settings 1.0rc1 33 min 53 sec old
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Quant Questions:

  • Applicability of PCA to get historical volatilities to calibrate interest rates trees 1 hour 18 min old
  • Models for simulating FX movements 2 hours 34 min old
  • Is matching random portfolios a hard problem? 20 hours 5 sec old
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CPAN Uploads

  • Proclet-0.31 3 hours 34 min old
  • Dancer-Plugin-Nitesi-0.0090 3 hours 38 min old
  • Nitesi-DBI-0.0090 4 hours 15 min old
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arXiv: q-fin

  • Analytical Pricing of Defaultable Bond with Stochastic Default Intensity. (arXiv:1303.1298v3 [q-fin.PR] CROSS LISTED) 10 hours 1 min old
  • Timed tuplix calculus and the Wesseling and van den Bergh equation. (arXiv:0901.3003v3 [q-fin.GN] UPDATED) 10 hours 1 min old
  • On the Existence of Consistent Price Systems. (arXiv:0911.3789v5 [q-fin.GN] UPDATED) 10 hours 1 min old
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Quant Questions:

  • Applicability of PCA to get historical volatilities to calibrate interest rates trees
  • Models for simulating FX movements
  • Is matching random portfolios a hard problem?
  • Heston-Model in R:Huge price deviations from Market-Prices
  • mean variance hedging a paper by Jeanblanc, Mania, Santacroce and Schweizer
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arXiv: q-fin

  • Timed tuplix calculus and the Wesseling and van den Bergh equation. (arXiv:0901.3003v3 [q-fin.GN] UPDATED)
  • On the Existence of Consistent Price Systems. (arXiv:0911.3789v5 [q-fin.GN] UPDATED)
  • The Pricing of A Moving Barrier Option. (arXiv:1303.1296v1 [q-fin.PR] CROSS LISTED)
  • Analytical Pricing of Defaultable Bond with Stochastic Default Intensity. (arXiv:1303.1298v3 [q-fin.PR] CROSS LISTED)
  • Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty. (arXiv:1306.4070v1 [q-fin.PR])
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Python Package Index

  • HeiankyoView 0.9
  • py-mms 0.2
  • django-pastedeploy-settings 1.0rc1
  • superzippy 0.0.5-
  • embeddify 0.1.0.1
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CPAN Uploads

  • Proclet-0.31
  • Dancer-Plugin-Nitesi-0.0090
  • Nitesi-DBI-0.0090
  • Iterator-ToArray-0.03
  • YATT-Lite-0.0.7
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