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.
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Trading News – page 67
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.
Renewal Theory in Finance, Markets & Trading
Renewal theory - Concepts, math, applications, how traders can use it. Plus, a coding example to illustrate.
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.