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Sunday, May 14, 2017

Rough Path Theory and Signatures Applied To Quantitative Finance – Part 1

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To date QuantStart has generally written on topics that are applicable to the beginner or intermediate quant practitioner. However we have recently begun to receive requests from academics and advanced practitioners asking for more content on research-level topics.

This is the first in a new series of posts written by Imanol Pérez, a PhD researcher in Mathematics at Oxford University, UK, and a new expert guest contributor to QuantStart. In this introductory post Imanol describes the Theory […]

May 14, 2017 at 04:23PM

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