Weather Derivatives Models
We look at the various forms of weather derivatives models, as well as how quants and financial engineers design weather derivative products.
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Blog Posts – page 61
Energy Derivative Models
We look at the types of energy derivatives models and how financial engineers design energy derivatives for traders, investors, and companies.
Lattice Models in Finance & Trading
Lattice Models for options pricing, interest rates, credit risk modeling, real options, portfolio mgmt, simulations & more. Coding examples.
Stochastic Alpha, Beta, Rho (SABR) Model
We look at the value of the SABR model in finance, the components, its use, equations, and strengths and weaknesses.
Dynamic Stochastic General Equilibrium (DSGE) Models
We look at DSGE models – theory, foundations, strengths and weaknesses, use in markets and trading. Plus, a coding example.
Structured Product Design
We look at structured product design, from identifying investment objectives to ongoing monitoring and management.
Positive & Negative Feedback Loops in Financial Markets (Examples)(Systemic Risk)
We look at various forms of positive and negative feedback loops in financial markets and how they can create systemic risks.
27+ Numerical Methods in Finance
We look at dozens of numerical methods in finance and where they're used. Important for finding solutions to many financial problems.
Complex Analysis & Complex Numbers in Finance, Trading & Investing
We look at the key concepts and key applications of complex analysis & complex numbers in finance, trading, and markets. Coding example.
AGI in Finance, Markets & Trading
We look at the potential applications of Artificial General Intelligence (AGI) in finance, as well as challenges and limitations.