Renewal Theory in Finance, Markets & Trading
Renewal theory - Concepts, math, applications, how traders can use it. Plus, a coding example to illustrate.
Section
Blog Posts – page 58
Filtering Theory in Finance, Markets & Trading
We look at filtering theory in finance, markets, and trading. Key concepts, types, math, applications, and a coding example.
Large Deviation Theory in Finance, Markets & Trading
We look at large deviation theory in trading – key concepts, applications, and how traders can use it. Plus, a coding example.
Measure Theory in Finance & Trading
We look at the use of measure theory in finance and trading, in applications like risk management, derivative pricing, and optimization.
Complex Geometry in Finance, Markets & Trading
We look at the applications of complex geometry in finance and how these applications can improve allocation decisions and risk management.
Execution Risks in Trading
We look at the various forms of execution risks in trading and how to avoid them where possible. Learn more about these important risks.
Exposure at Default vs. Probability of Default vs. Loss Given Default (EAD vs. PD vs. LGD)
Exposure at Default vs. Probability of Default vs. Loss Given Default (EAD vs. PD vs. LGD) We look at the differences betwen EAD, PD, & LGD.
Credit Valuation Adjustment (CVA) & X-Value Adjustment (XVA)
We look at how CVA and XVA factor into derivatives pricing. Components of XVA and importance in pricing models.
Neural Network
A neural network is a type of machine learning algorithm. Learn about the role of neural networks in trading and investing environments.
Differential Geometry in Finance, Trading & Markets
We look at the concepts of differential geometry in markets and financial data. Comparisons with information geometry. Coding example.