Maverick Quant
Jerome BuscaAll things quant, zero BS
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 57 | Subscribers | Read | maverickquant.substack.com |
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Latest Issues
Recent posts by this newsletter. Browse the email archive.
Logit Models in Finance
An example in loan approval
The Hopf-Lax formula in finance
Often times (see for instance our previous posts 1, 2, 3) problems in finance can be set in a stochastic optimal control framework. Under favorable circumstances — for example when the solution is independent of the variable(s) that follow ...
AI for Finance
This week on MaverickQuant: the transcript of my short, general-public online video on AI for Finance, which will soon be released in partnership with aivancity.ai
Arbitrage and Market-Making
Under what conditions is a pricing rule arbitrageable
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