unriskinsight.blogspot.com
UnRisk Insight: MATHEMATICS
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The UnRisk Options for Quant Finance. Tomorrow: UnRisk 8 is released. A Tree's A Tree. Research Grant for Counter Party Risk Valuation to MathConsult. Sum of reciprocal primes. Description of Term Structure Movements Using PCA. A Simple CVA Example. Some heavy maths in local vol calibration. How good is the description of term structure movements using PCA? Local Volatility by Regularization. Best Poster Award for Adaptive Optics. The CVA Diary - Some Definitions. Shhh, Coming Soon. Convection in a PDE.
unriskinsight.blogspot.com
UnRisk Insight: UNCOVERED
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The UnRisk Options for Quant Finance. About complexity and simplicity in modeling and uncovering principle misunderstandings and even traps - and how to avoid them. The Big Joke of Big Data. The problem with computing "expected" returns in finance. Why diversification does not work. The Future of Computer Trading. Our response to this:. View behind the curtain in our Mathematics. Agenda 2014 - Package and Disseminate Know how. Automation - Put Your Computers to Good Use While You are Sleeping. The Hereti...
unriskinsight.blogspot.com
UnRisk Insight: LATEST NEWS
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The UnRisk Options for Quant Finance. Appellate Court Confirms Wystup as Expert Witness. Has the Rise of the Swiss Franc Consequences for the Linz Swap? Swiss National Bank Removes Cap. The Brand New UnRisk Quant Rolls Out. UnRisk FACTORY with Excel Link released. UnRisk FACTORY 5.1 Released. UnRisk FACTORY 5 Released. Introducing a Mathematics Wednesday and a Physics Friday. Risk-Quant Sourcing - The New UnRisk FACTORY. UnRisk User Wins Wolfram Innovator Award. UnRisk FACTORY 4 Is Released. A FREE Worko...
unriskinsight.blogspot.com
UnRisk Insight: Joshie The Giraffe, Ritz Carlton Hotels And Exposure Engines
http://unriskinsight.blogspot.com/2015/05/joshie-giraffe-ritz-carlton-hotels-and.html
The UnRisk Options for Quant Finance. Joshie The Giraffe, Ritz Carlton Hotels And Exposure Engines. I've announced our event on exposure modeling / xVA calculations recently. It will take place at the Ritz Carlton Hotel in Vienna. This reminded me of the beginning-hook story of the book UnSelling. This is beyond customer service…. How to manage progressive problems. Why it requires a set of new methods. How we've built the engines for secure application. Tuesday, May 19, 2015. Here we will look with very...
unriskinsight.blogspot.com
UnRisk Insight: Ruckusmaker Day
http://unriskinsight.blogspot.com/2015/02/ruckusmaker-day.html
The UnRisk Options for Quant Finance. Yesterday, we celebrated, what Seth Godin calls Ruckusmaker Day. In honor of the 60th birthday of Steve Jobs. I agree, more should speak more about their ideas. We should talk about them, but we should not only be storytellers, but what Navi Modri. This is why I wrote one day before the Ruckusmaker day: You're a Genius. We all have creative minds. It's exciting to share. Wednesday, February 25, 2015. A Workout in Computational Finance. If UnRisk was a . Seth Godin's ...
unriskinsight.blogspot.com
UnRisk Insight: Black vs. Bachelier revisited
http://unriskinsight.blogspot.com/2013/10/black-vs-bachelier-revisited.html
The UnRisk Options for Quant Finance. Black vs. Bachelier revisited. We realized that one of the strengths of the Black76 model - interest rates must not become negative - is one of its weaknesses at the same time - interest rates must not become negative and that the Bachelier model may be a possibility to handle interest rates that are close to zero. Black: dF= sigma F dW. Bachelier: dF= sigma W. Black option formulae for call (C) and put (P) options. F = K = r = 0.5 % = 50 bp, T= 1). Can the Black and...
mathplugged.blogspot.com
MATHEMATICS PLUGGED: FOREGROUND
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At the Intersection Point of Mathematics and Computer Science. Aspects of newer developments of and with Mathematica. Its oft hidden principles. Based on 23 years development experiences. That Mathematica is also the focus of my business life is a natural conclusion of my interest in computer mathematics and my demand first orientation. The Goats, Wolves and Lions Puzzle and a Wolfram Language Program to Solve It. New Wolfram Pages - New Platforms - New Business Principles. 25 Years of Mathematica. I am ...
mathplugged.blogspot.com
MATHEMATICS PLUGGED: Mathematicians Write Great Comedy
http://mathplugged.blogspot.com/2013/10/mathematicians-write-great-comedy.html
At the Intersection Point of Mathematics and Computer Science. Mathematicians Write Great Comedy. This book has been published recently: The Simpsons and Their Mathematical Secrets. Astonished to discover that Simpson contains many jokes related to maths? No, several of the writers have a background in mathematica, physics or computer science. And why do writers with that background choose cartoons? Maybe it has to do with concise, incisive ? This is why I liked reading Red-blooded Risk. Monday, October ...
mathplugged.blogspot.com
MATHEMATICS PLUGGED: FROM GENERAL
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At the Intersection Point of Mathematics and Computer Science. Mathematicians Write Great Comedy. A Mathematics Wednesday and a physics Friday in UnRisk Insight. What I Have Done Wrong - 5 Lessons I Have Learned. The New Is For Now. FEM in Quant Finance Matters - But Do not Use It Naively. Spot a Shape and Reinvent Maths. Hidden in The Cloud? Coal-Faced Mathematicians in Quant Finance. As One - The Science of Swarms. Life in the Data Salt Mines. Stephen Wolfram About the Computational Future. I am Herber...
