Regime-Switching Models
Forms of regime-switching models in finance. Key concepts and popular model types. Math behind regime-switching models + coding example.
Section
Blog Posts – page 57
Swaption Pricing Models
We look at the various types of swaption pricing models and cover the key concepts and math that underlie them.
Variance Gamma Process
We look at the key concepts behind the Variance Gamma process in finance, its math, and applications. Coding example.
Event-Driven Strategies
We look at the various types of event-driven strategies in markets and the main categories they fall under.
Variational Bayesian Methods in Finance, Markets & Trading
We look at the key concepts of variational Bayesian methods in finance, their applications, and comparisons with traditional Bayesian.
Network Theory & Percolation in Finance & Trading
We look at the use of network theory and percolation in finance. Key concepts, applications, and how traders can use them. Coding examples.
Random Matrix Theory in Finance & Trading
We look at the key concepts and applications of random matrix theory in finance and trading. Plus, a coding example.
Types of Heavy-Tailed Distributions for Financial Data
We look at the types of heavy-tailed distributions in finance, their applications, and using machine learning for estimation.
Fractals in Finance, Markets & Trading (Scale Invariance)
Fractals and scale invariance in finance and markets. Key concepts, math, applications, how traders can use them. Coding example.
Poisson Processes in Finance, Markets & Trading
We look at the use of Poisson processes in finance – key concepts, math, applications, how traders can use them. Plus, a coding example.