Global volatility Trading.Python addict. Bloomberg junkie.Voted 2008 Rockie trader of the year.Amateur Boxer and boxing trainer (RSB cart.) I= investment advicevolquant.medium.com Tel Aviv , IsraelJoined February 2022
Chebyshev methods: What are they and what can they do in practice?
Kathrin Glau, Senior Lecturer in Financial Mathematics at Queen Mary University of London, shares her latest research and applications of Chebyshev methods in pricing callable bonds >> spr.ly/6011KgDf7
1K Followers 2K Followingposting dumb jokes & takes; if you see a post about math|stats|cs, it's out-of-sample. private alt: @dynamicedging
y=Xβ+ϵ, the rest is commentary
5K Followers 6K FollowingMarkets move with you or without you. Risk is always better than regrets. I pay the market for positive expectancy. It pays me for negative expectancy.