lycancapital documents

EquityTradinginthe21stCentury
Documents EquityTradinginthe21stCentury
Money Manager Selection Investment Performance Wealth Front
Documents Money Manager Selection Investment Performance Wealth Front
Quantitative Trading Strategies in R Part 2 of 3
Documents Quantitative Trading Strategies in R Part 2 of 3
Quantitative Trading Strategies in R Part 1 of 3
Documents Quantitative Trading Strategies in R Part 1 of 3
Quantitative Trading Strategies in R Part 3 of 3
Documents Quantitative Trading Strategies in R Part 3 of 3
The quantmod package
Documents The quantmod package
R Tools for Portfolio Optimization
Documents R Tools for Portfolio Optimization
A Perspective on Quantitative Finance: Models for Beating the Market
Documents A Perspective on Quantitative Finance: Models for Beating the Market
Option Pricing with Time-Changed Levy Processes
Documents Option Pricing with Time-Changed Levy Processes
Principia OIS Discounting PaperII
Documents Principia OIS Discounting PaperII
Swap Discounting and OIS Curve
Documents Swap Discounting and OIS Curve
Option Markets Overview
Documents Option Markets Overview
Using Levy Processes to Model Return Innovations
Documents Using Levy Processes to Model Return Innovations
Can you do better than cap-weighted equity benchmarks?
Documents Can you do better than cap-weighted equity benchmarks?
Model Estimation and Application
Documents Model Estimation and Application
Applying stochastic time changes to Levy processes
Documents Applying stochastic time changes to Levy processes
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
Documents Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
From Characteristic Functions and Fourier Transforms to PDFs/CDFs and Option Prices
Documents From Characteristic Functions and Fourier Transforms to PDFs/CDFs and Option Prices
Arbitrage With Options
Documents Arbitrage With Options
cscapn11
Documents cscapn11
Jump Diffusion
Documents Jump Diffusion