Quantitative Consulting has many interesting research publications. Some of them were completed for the company purposes and others were outcomes of the academic research of our employees. Some of the content is accessible only after registration of your email address, rest of the content is downloadable from this site.
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Use of Mathematica in the evaluation of financial derivatives. Bachelor thesis, MFF UK. In the theoretical part the work deals with the definition, classification and use of financial derivatives in general terms. For the valuation of European options is described Black-Scholes formula and binomial trees model for American options. The practical part are valuation models using system Mathematica and individual models were compared among themselves, including the problem of convergence of each numerical procedure.
Derivative products in domestic market – legislation, use, options. Essay on the subject Banking, IES FSV UK. This work briefly desribes the principle, practical use and classification of financial derivatives. It also deals with the legislative definition of financial derivatives and their real potential application in the domestic market (in force in 2003).
Gibbsian Processes of Convex Grains. Paper at Week of doctoral studies, 2003. Gibbsian processes of grains are usually constructed as marked point processes with grains situated in its points, where the distribution of grains is deterministic or comes from some family of distributions. We construct Gibbs model directly from the definition of a pair potential defined on pairs of bounded sets in Rd.