The use of «multifractal processes» for risk calculation in finance allows us to use the concept of «scale invariance» and its implications developed in fluid mechanics…
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Wednesday 23 April 2025
Articles
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Note Risk evaluation and multifractal Var
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People Moves Jim Simons, the « Michael Jordan » of finance retires
Jim Simons has officially announced his retirement, leaving the reins of "Medallion Fund" - without doubt one of the greatest performing management funds in history - in the hands of his two co-successors, Peter Brown and Robert Mercer...
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Stories Jim Simons : Geometry Professor and CEO of Renaissance Technologies hedge fund
Recently named IAFE/SunGard Financial Engineer of the Year 2006, Jim Simons, brilliant mathematician and founder of Renaissance Technologies, became one of the richest men in the world, in only a few years.
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Interview Bruno Dupire: «The problem of finance is not to compute......»
A pioneer of local volatility models and leader of quantitative research at Société Générale then Paribas, Bruno Dupire, gives us his vision of markets and responds to criticism of the local volatility...
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Interview Dr Damiano Brigo: «Hybrid products and models will become paramount in the immediate future»
Interview with Dr Damiano Brigo, Head of Credit Models at Banca IMI in Milan and co-author of the best-seller « Interest-Rate Models: Theory and Practice ».
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