Power-Quant.com:
Investigating new ways to leverage math, physics, and IT in the world of financial analysis.
Quant Questions:
arXiv: q-fin
- Mathematical Analysis of Money in the Scope of Austerity. (arXiv:1305.5373v1 [q-fin.GN])
- Non stationary multifractality in stock returns. (arXiv:1212.3195v2 [q-fin.ST] UPDATED)
- Pricing bonds with optional sinking feature using Markov Decision Processes. (arXiv:1305.5220v1 [q-fin.PR])
- Risk Measure Estimation On Fiegarch Processes. (arXiv:1305.5238v1 [q-fin.RM])
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility. (arXiv:1302.7036v2 [q-fin.ST] UPDATED)