Entete, menu et pied de page

F o r e v e r

Forever

Interesting articles in mathematics and quantitative finance

"A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach"
Author: Cyril Grunspan Find the Pdf file here

"Calibration of Interest Rate and Option Models using Differential Evolution"
Authors: Ian E. And Vollrath Jurgen Wendland Find the Pdf file here

"Fitting the smile Smart parameters for SABR and Heston"
Author: Pierre Gauthier and Pierre-Yves H. Rivaille Find the Pdf file here

"Four Things You Might Not Know About the Black-Scholes Formula"
Author:ROLF POULSEN Find the Pdf file here

"Fourier Transforms, Option Pricing and Controls"
Authors:Mark Joshi AND Chao Yang Find the Pdf file here

"L'analyse des Processus stochastiques,Sport, Performance, Santé", Université Montpellier I"
Author: Didier Delignieres Find the Pdf file here

"On the Design of an Adaptive Simulated Annealing Algorithm"
Author: Vincent A. Cicirello Find the Pdf file here

"Asymptotic Expansions of the Lognormal Implied Volatility : A Model Free Approach"
Author: Cyril Grunspan Find the Pdf file here

"Maximum DrawDown"
Author: Magdon Ismail Find the Pdf file here

"Monte Carlo Experiment With Path Dependent Trader Survival Rates, Which Ones Are Preferable,
a Cancer Patient's or a Trader's 5-Year Survival Rates?
Author: Nassim Nicholas Taleb Find the Pdf file here

Forever

Copyright : Moulong Armel Rodrigue, 2012

Contact: moulongarmel@yahoo.fr