Extraterrestrial artificial particle sources. Application to neutrino physics and cosmic rays studies - Feb 20, 2020.
Empirical forward price distribution from Bitcoin option prices - 12-Jan-2019
Trade automation platform (made in JAVA) — Jun 25, 2015
In preparation for the lecture "The Basel III Internal Model Method and Beyond" — Oct 25, 2015
FRTB Workshop at London 19-20 June 2014 via MarcusEvans — Sep 26, 2015
Поправки к ценам деривативов: как максимально учесть риски (Valuation adjustment - review) — Aug 24, 2015