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Right now, it looks like a fun project of students who got their hands on Andersen/Piterbarg, Brigo/Mercurio and the QMC part of Glasserman. I wonder what their
by pvitz 6y ago
Right now, it looks like a fun project of students who got their hands on Andersen/Piterbarg, Brigo/Mercurio and the QMC part of Glasserman. I wonder what their real goal is with this.
- olalonde 6y agoI am not sure if that was meant as criticism but if so, could you be more specific for those of us who are not familiar with the domain?
- andyxor 6y agoThis was not done by people who make their living in markets
- pvitz 6y agoExactly
- partingshots 6y agoCan you expand? Would love to hear what issues you have so far with the existing work.
- JustFinishedBSG 6y ago> I wonder what their real goal is with this. Google do shadow banking. They are "contracted" by Lloyds, but it's all Google on the backend, developing a Revolut alternative among other things