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Quantitative Finance

In-house articles about derivatives research and computational finance.

Local Volatility Models and Variance Gamma Models - Master's Thesis, Ronan Costouaec, ENPC.: This Master's Thesis is about local volatility models, and Variance Gamma model. Preprint in French.

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News: Club Finance Paris des Grandes Ecoles Nov 04, 2009; Corporate Presentation at Paris 7 M2 in Probability. Oct 22, 2009; Partnership between Ecole Centrale Paris and Arbitragis Sep 05, 2009; Arbitragis Trading has partnered with Ecole Centrale Paris to teach Computational Finance Sep 10, 2008; Arbitragis Picks Quant House for Arb Algos Sep 10, 2008; More news…

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