### Multivariate Smiling: Wilmott Magazine Article – Peter Leoni & Wim Schoutens

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The paper presents an application of the Variance-Gamma distribution to price multivariate derivatives. The paper focuses on the practical implementation of the model in a multivariate setting. Several calibration procedures are discussed and applied to […]

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We apply the results from the first part of the series to study several financial models and the processes used for modelling. We start with Geometric Brownian Motion and increase the complexity by adding jumps […]

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I’d like to share statistics that I recently discovered after installing the Ghostery privacy tool, used for finding and blocking trackers on websites.There’s been a lot in the news about Edward Snowden and his information […]

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