�ݺ�ߣshows by User: lucfaucheux

�ݺ�ߣshows by User: lucfaucheux / http://www.slideshare.net/images/logo.gif �ݺ�ߣshows by User: lucfaucheux / Fri, 16 Sep 2022 20:48:56 GMT �ݺ�ߣShare feed for �ݺ�ߣshows by User: lucfaucheux Marcel_Faucheux_Taquin.pdf /slideshow/marcelfaucheuxtaquinpdf/253006316 marcelfaucheuxtaquin-220916204856-51e563f5
"Le jeu du Taquin". I was recently browsing some applications of AI in preparation for the class I am teaching at the University of Miami on Fintech, and le "Jeu du Taquin" (French name for the so-called fifteen puzzle in English), lends itself very well to applying some AI tools. Some references below, in French mostly because "but of course", but also and more importantly including the seminal and important book written by my grandfather on this subject almost a hundred years ago ! 🤣 "Plus ca change plus c'est la meme chose" Hope that everything is well! Stay safe, have a great weekend! Luc.]]>
"Le jeu du Taquin". I was recently browsing some applications of AI in preparation for the class I am teaching at the University of Miami on Fintech, and le "Jeu du Taquin" (French name for the so-called fifteen puzzle in English), lends itself very well to applying some AI tools. Some references below, in French mostly because "but of course", but also and more importantly including the seminal and important book written by my grandfather on this subject almost a hundred years ago ! 🤣 "Plus ca change plus c'est la meme chose" Hope that everything is well! Stay safe, have a great weekend! Luc.]]> Fri, 16 Sep 2022 20:48:56 GMT /slideshow/marcelfaucheuxtaquinpdf/253006316 lucfaucheux@slideshare.net(lucfaucheux) Marcel_Faucheux_Taquin.pdf lucfaucheux "Le jeu du Taquin". I was recently browsing some applications of AI in preparation for the class I am teaching at the University of Miami on Fintech, and le "Jeu du Taquin" (French name for the so-called fifteen puzzle in English), lends itself very well to applying some AI tools. Some references below, in French mostly because "but of course", but also and more importantly including the seminal and important book written by my grandfather on this subject almost a hundred years ago ! 🤣 "Plus ca change plus c'est la meme chose" Hope that everything is well! Stay safe, have a great weekend! Luc. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/marcelfaucheuxtaquin-220916204856-51e563f5-thumbnail.jpg?width=120&height=120&fit=bounds" /> "Le jeu du Taquin". I was recently browsing some applications of AI in preparation for the class I am teaching at the University of Miami on Fintech, and le "Jeu du Taquin" (French name for the so-called fifteen puzzle in English), lends itself very well to applying some AI tools. Some references below, in French mostly because "but of course", but also and more importantly including the seminal and important book written by my grandfather on this subject almost a hundred years ago ! 🤣 "Plus ca change plus c'est la meme chose" Hope that everything is well! Stay safe, have a great weekend! Luc.

Marcel_Faucheux_Taquin.pdf from luc faucheux

]]> 33 0 https://cdn.slidesharecdn.com/ss_thumbnails/marcelfaucheuxtaquin-220916204856-51e563f5-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Selection_Brownian_Particles.pdf /slideshow/selectionbrownianparticlespdf/253005941 selectionbrownianparticles-220916200012-34aefabb
A macroscopic drift of Brownian particles (1.5 and 2.5 pm diameter silica spheres in water) is induced by switching on and off a spatially periodic asymmetric potential. It is defined by an ac voltage, applied between asymmetrically shaped metallic electrodes deposited on a glass plate. The induced drift is a function of the particle diffusion coefficient; one can thus select particles according to their size.]]>
A macroscopic drift of Brownian particles (1.5 and 2.5 pm diameter silica spheres in water) is induced by switching on and off a spatially periodic asymmetric potential. It is defined by an ac voltage, applied between asymmetrically shaped metallic electrodes deposited on a glass plate. The induced drift is a function of the particle diffusion coefficient; one can thus select particles according to their size.]]> Fri, 16 Sep 2022 20:00:12 GMT /slideshow/selectionbrownianparticlespdf/253005941 lucfaucheux@slideshare.net(lucfaucheux) Selection_Brownian_Particles.pdf lucfaucheux A macroscopic drift of Brownian particles (1.5 and 2.5 pm diameter silica spheres in water) is induced by switching on and off a spatially periodic asymmetric potential. It is defined by an ac voltage, applied between asymmetrically shaped metallic electrodes deposited on a glass plate. The induced drift is a function of the particle diffusion coefficient; one can thus select particles according to their size. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/selectionbrownianparticles-220916200012-34aefabb-thumbnail.jpg?width=120&height=120&fit=bounds" /> A macroscopic drift of Brownian particles (1.5 and 2.5 pm diameter silica spheres in water) is induced by switching on and off a spatially periodic asymmetric potential. It is defined by an ac voltage, applied between asymmetrically shaped metallic electrodes deposited on a glass plate. The induced drift is a function of the particle diffusion coefficient; one can thus select particles according to their size.

Selection_Brownian_Particles.pdf from luc faucheux

]]> 10 0 https://cdn.slidesharecdn.com/ss_thumbnails/selectionbrownianparticles-220916200012-34aefabb-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Binary_Potential.pdf /slideshow/binarypotentialpdf/253005783 binarypotential-220916194000-51171f89
By tracking the Brownian trajectory of a sphere of 1 p,m radius in a suspension of 35 nm radius beads, we probe the depth of the entropic potential experienced by a large sphere close to the cell wall. This potential is caused by the pressure exerted by the Quid of small beads when they cannot fit in the gap between the large bead and the wall. We find that the potential depth is of order kT. Its dependence on the volume fraction of small spheres is significantly overestimated by a theory which treats the small beads as an ideal gas.]]>
By tracking the Brownian trajectory of a sphere of 1 p,m radius in a suspension of 35 nm radius beads, we probe the depth of the entropic potential experienced by a large sphere close to the cell wall. This potential is caused by the pressure exerted by the Quid of small beads when they cannot fit in the gap between the large bead and the wall. We find that the potential depth is of order kT. Its dependence on the volume fraction of small spheres is significantly overestimated by a theory which treats the small beads as an ideal gas.]]> Fri, 16 Sep 2022 19:40:00 GMT /slideshow/binarypotentialpdf/253005783 lucfaucheux@slideshare.net(lucfaucheux) Binary_Potential.pdf lucfaucheux By tracking the Brownian trajectory of a sphere of 1 p,m radius in a suspension of 35 nm radius beads, we probe the depth of the entropic potential experienced by a large sphere close to the cell wall. This potential is caused by the pressure exerted by the Quid of small beads when they cannot fit in the gap between the large bead and the wall. We find that the potential depth is of order kT. Its dependence on the volume fraction of small spheres is significantly overestimated by a theory which treats the small beads as an ideal gas. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/binarypotential-220916194000-51171f89-thumbnail.jpg?width=120&height=120&fit=bounds" /> By tracking the Brownian trajectory of a sphere of 1 p,m radius in a suspension of 35 nm radius beads, we probe the depth of the entropic potential experienced by a large sphere close to the cell wall. This potential is caused by the pressure exerted by the Quid of small beads when they cannot fit in the gap between the large bead and the wall. We find that the potential depth is of order kT. Its dependence on the volume fraction of small spheres is significantly overestimated by a theory which treats the small beads as an ideal gas.

Binary_Potential.pdf from luc faucheux

]]> 4 0 https://cdn.slidesharecdn.com/ss_thumbnails/binarypotential-220916194000-51171f89-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Periodic_Forcing.pdf /lucfaucheux/periodicforcingpdf periodicforcing-220916193324-3fe524ed
We describe here in more details the Optical thermal ratchet experiment, and present an analytic derivation of the corresponding Fokker-Planck equation.]]>
We describe here in more details the Optical thermal ratchet experiment, and present an analytic derivation of the corresponding Fokker-Planck equation.]]> Fri, 16 Sep 2022 19:33:24 GMT /lucfaucheux/periodicforcingpdf lucfaucheux@slideshare.net(lucfaucheux) Periodic_Forcing.pdf lucfaucheux We describe here in more details the Optical thermal ratchet experiment, and present an analytic derivation of the corresponding Fokker-Planck equation. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/periodicforcing-220916193324-3fe524ed-thumbnail.jpg?width=120&height=120&fit=bounds" /> We describe here in more details the Optical thermal ratchet experiment, and present an analytic derivation of the corresponding Fokker-Planck equation.

Periodic_Forcing.pdf from luc faucheux

]]> 6 0 https://cdn.slidesharecdn.com/ss_thumbnails/periodicforcing-220916193324-3fe524ed-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 ConfinedBrownian MotionPhysRevE.49.5158.pdf /slideshow/confinedbrownian-motionphysreve495158pdf/253005652 confinedbrownianmotionphysreve-220916192209-838f058e
This seminal experiment addresses the issue of the generalization of Fick’s Law in the case of a spatially inhomogeneous diffusion coefficient. In Finance this is akin to the problem of a volatility dependent on the price of the underlying asset. We demonstrate deviation from the Stokes-Einstein law. In particular this relates to the Ito versus Stratonovitch controversy in stochastic calculus.]]>
This seminal experiment addresses the issue of the generalization of Fick’s Law in the case of a spatially inhomogeneous diffusion coefficient. In Finance this is akin to the problem of a volatility dependent on the price of the underlying asset. We demonstrate deviation from the Stokes-Einstein law. In particular this relates to the Ito versus Stratonovitch controversy in stochastic calculus.]]> Fri, 16 Sep 2022 19:22:09 GMT /slideshow/confinedbrownian-motionphysreve495158pdf/253005652 lucfaucheux@slideshare.net(lucfaucheux) ConfinedBrownian MotionPhysRevE.49.5158.pdf lucfaucheux This seminal experiment addresses the issue of the generalization of Fick’s Law in the case of a spatially inhomogeneous diffusion coefficient. In Finance this is akin to the problem of a volatility dependent on the price of the underlying asset. We demonstrate deviation from the Stokes-Einstein law. In particular this relates to the Ito versus Stratonovitch controversy in stochastic calculus. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/confinedbrownianmotionphysreve-220916192209-838f058e-thumbnail.jpg?width=120&height=120&fit=bounds" /> This seminal experiment addresses the issue of the generalization of Fick’s Law in the case of a spatially inhomogeneous diffusion coefficient. In Finance this is akin to the problem of a volatility dependent on the price of the underlying asset. We demonstrate deviation from the Stokes-Einstein law. In particular this relates to the Ito versus Stratonovitch controversy in stochastic calculus.

ConfinedBrownian MotionPhysRevE.49.5158.pdf from luc faucheux

]]> 11 0 https://cdn.slidesharecdn.com/ss_thumbnails/confinedbrownianmotionphysreve-220916192209-838f058e-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Optical_Thermal_Ratchet.pdf /slideshow/opticalthermalratchetpdf/253005621 opticalthermalratchet-220916191916-44353d7f
First experimental realization of a Thermal ratchet using lasers. A thermal ratchet was a device proposed by Feynman that has the apparent ability to extract direct motion from random noise. Translated into Finance, this concept gave birth to the Parrondo paradox, a trading strategy that has the apparent ability to extract profits (positive PL) from random movements in the price of the underlier.]]>
First experimental realization of a Thermal ratchet using lasers. A thermal ratchet was a device proposed by Feynman that has the apparent ability to extract direct motion from random noise. Translated into Finance, this concept gave birth to the Parrondo paradox, a trading strategy that has the apparent ability to extract profits (positive PL) from random movements in the price of the underlier.]]> Fri, 16 Sep 2022 19:19:16 GMT /slideshow/opticalthermalratchetpdf/253005621 lucfaucheux@slideshare.net(lucfaucheux) Optical_Thermal_Ratchet.pdf lucfaucheux First experimental realization of a Thermal ratchet using lasers. A thermal ratchet was a device proposed by Feynman that has the apparent ability to extract direct motion from random noise. Translated into Finance, this concept gave birth to the Parrondo paradox, a trading strategy that has the apparent ability to extract profits (positive PL) from random movements in the price of the underlier. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/opticalthermalratchet-220916191916-44353d7f-thumbnail.jpg?width=120&height=120&fit=bounds" /> First experimental realization of a Thermal ratchet using lasers. A thermal ratchet was a device proposed by Feynman that has the apparent ability to extract direct motion from random noise. Translated into Finance, this concept gave birth to the Parrondo paradox, a trading strategy that has the apparent ability to extract profits (positive PL) from random movements in the price of the underlier.

Optical_Thermal_Ratchet.pdf from luc faucheux

]]> 25 0 https://cdn.slidesharecdn.com/ss_thumbnails/opticalthermalratchet-220916191916-44353d7f-thumbnail.jpg?width=120&height=120&fit=bounds document Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 stochastic_calculus_ito-iii-a /slideshow/lf-2021-stochasticcalculusitoiiia/250144140 lf2021stochasticcalculusito-iii-a-210908141423
ITO versus Taylor ITO lemma is NOT a Taylor expansion]]>
ITO versus Taylor ITO lemma is NOT a Taylor expansion]]> Wed, 08 Sep 2021 14:14:23 GMT /slideshow/lf-2021-stochasticcalculusitoiiia/250144140 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 stochastic_calculus_ito-iii-a lucfaucheux ITO versus Taylor ITO lemma is NOT a Taylor expansion <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021stochasticcalculusito-iii-a-210908141423-thumbnail.jpg?width=120&height=120&fit=bounds" /> ITO versus Taylor ITO lemma is NOT a Taylor expansion

Lf 2021 stochastic_calculus_ito-iii-a from luc faucheux

]]> 499 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021stochasticcalculusito-iii-a-210908141423-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 stochastic_calculus_ito-iii /slideshow/lf-2021-stochasticcalculusitoiii/250066601 lf2021stochasticcalculusito-iii-210828000724
3rd part of stochastic calculus lectures non-linear SDE from SDE to PDE for PDF Maxwell demon Thermal ratchets Brownian motors Parrondo paradox]]>
3rd part of stochastic calculus lectures non-linear SDE from SDE to PDE for PDF Maxwell demon Thermal ratchets Brownian motors Parrondo paradox]]> Sat, 28 Aug 2021 00:07:24 GMT /slideshow/lf-2021-stochasticcalculusitoiii/250066601 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 stochastic_calculus_ito-iii lucfaucheux 3rd part of stochastic calculus lectures non-linear SDE from SDE to PDE for PDF Maxwell demon Thermal ratchets Brownian motors Parrondo paradox <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021stochasticcalculusito-iii-210828000724-thumbnail.jpg?width=120&height=120&fit=bounds" /> 3rd part of stochastic calculus lectures non-linear SDE from SDE to PDE for PDF Maxwell demon Thermal ratchets Brownian motors Parrondo paradox

Lf 2021 stochastic_calculus_ito-iii from luc faucheux

]]> 543 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021stochasticcalculusito-iii-210828000724-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 risk_management_101 /slideshow/lf-2021-riskmanagement101-249410522/249410522 lf2021riskmanagement101-210618181244
Risk Managing a Fixed Income business]]>
Risk Managing a Fixed Income business]]> Fri, 18 Jun 2021 18:12:44 GMT /slideshow/lf-2021-riskmanagement101-249410522/249410522 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 risk_management_101 lucfaucheux Risk Managing a Fixed Income business <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021riskmanagement101-210618181244-thumbnail.jpg?width=120&height=120&fit=bounds" /> Risk Managing a Fixed Income business

Lf 2021 risk_management_101 from luc faucheux

]]> 229 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021riskmanagement101-210618181244-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 risk_management_101 /lucfaucheux/lf-2021-riskmanagement101 lf2021riskmanagement101-210602132416
First part of how to Risk Manage a Macro business. This one more focused on rates and Fixed-Income.]]>
First part of how to Risk Manage a Macro business. This one more focused on rates and Fixed-Income.]]> Wed, 02 Jun 2021 13:24:16 GMT /lucfaucheux/lf-2021-riskmanagement101 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 risk_management_101 lucfaucheux First part of how to Risk Manage a Macro business. This one more focused on rates and Fixed-Income. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021riskmanagement101-210602132416-thumbnail.jpg?width=120&height=120&fit=bounds" /> First part of how to Risk Manage a Macro business. This one more focused on rates and Fixed-Income.

Lf 2021 risk_management_101 from luc faucheux

]]> 1732 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021riskmanagement101-210602132416-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_viii_a /slideshow/lf-2021-ratesviiia/248314184 lf2021ratesviiia-210514160109
More notes on FX - going over the LOOP (Law Of One Price) and the connection with Radon-Nikodym, change of measures and FX]]>
More notes on FX - going over the LOOP (Law Of One Price) and the connection with Radon-Nikodym, change of measures and FX]]> Fri, 14 May 2021 16:01:08 GMT /slideshow/lf-2021-ratesviiia/248314184 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_viii_a lucfaucheux More notes on FX - going over the LOOP (Law Of One Price) and the connection with Radon-Nikodym, change of measures and FX <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesviiia-210514160109-thumbnail.jpg?width=120&height=120&fit=bounds" /> More notes on FX - going over the LOOP (Law Of One Price) and the connection with Radon-Nikodym, change of measures and FX

Lf 2021 rates_viii_a from luc faucheux

]]> 414 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesviiia-210514160109-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_iv_a_irma /slideshow/lf-2021-ratesivairma/248120915 lf2021ratesivairma-210508150411
section on short rate 2 (or 2+) factors models trip down memory lane, I am quite doubtful if anyone still use those models]]>
section on short rate 2 (or 2+) factors models trip down memory lane, I am quite doubtful if anyone still use those models]]> Sat, 08 May 2021 15:04:11 GMT /slideshow/lf-2021-ratesivairma/248120915 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_iv_a_irma lucfaucheux section on short rate 2 (or 2+) factors models trip down memory lane, I am quite doubtful if anyone still use those models <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesivairma-210508150411-thumbnail.jpg?width=120&height=120&fit=bounds" /> section on short rate 2 (or 2+) factors models trip down memory lane, I am quite doubtful if anyone still use those models

Lf 2021 rates_iv_a_irma from luc faucheux

]]> 399 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesivairma-210508150411-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_viii /slideshow/lf-2021-ratesviii/244371155 lf2021ratesviii-210314121410
deck on FX]]>
deck on FX]]> Sun, 14 Mar 2021 12:14:10 GMT /slideshow/lf-2021-ratesviii/244371155 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_viii lucfaucheux deck on FX <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesviii-210314121410-thumbnail.jpg?width=120&height=120&fit=bounds" /> deck on FX

Lf 2021 rates_viii from luc faucheux

]]> 1551 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesviii-210314121410-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_vii /slideshow/lf-2021-ratesvii/242536687 lf2021ratesvii-210210151550
we start playing with measures and changes of measures. We will need to derive the LMM (Libor Market Model) in the next deck.]]>
we start playing with measures and changes of measures. We will need to derive the LMM (Libor Market Model) in the next deck.]]> Wed, 10 Feb 2021 15:15:50 GMT /slideshow/lf-2021-ratesvii/242536687 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_vii lucfaucheux we start playing with measures and changes of measures. We will need to derive the LMM (Libor Market Model) in the next deck. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvii-210210151550-thumbnail.jpg?width=120&height=120&fit=bounds" /> we start playing with measures and changes of measures. We will need to derive the LMM (Libor Market Model) in the next deck.

Lf 2021 rates_vii from luc faucheux

]]> 832 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvii-210210151550-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_vi /slideshow/lf-2021-ratesvi/241820868 lf2021ratesvi-210125155535
part VI of the decks on Rates]]>
part VI of the decks on Rates]]> Mon, 25 Jan 2021 15:55:35 GMT /slideshow/lf-2021-ratesvi/241820868 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_vi lucfaucheux part VI of the decks on Rates <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvi-210125155535-thumbnail.jpg?width=120&height=120&fit=bounds" /> part VI of the decks on Rates

Lf 2021 rates_vi from luc faucheux

]]> 658 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvi-210125155535-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_v_b2 /slideshow/lf-2021-ratesvb2-241297322/241297322 lf2021ratesvb2-210113212548
part deux of Ho-Lee]]>
part deux of Ho-Lee]]> Wed, 13 Jan 2021 21:25:48 GMT /slideshow/lf-2021-ratesvb2-241297322/241297322 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_v_b2 lucfaucheux part deux of Ho-Lee <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvb2-210113212548-thumbnail.jpg?width=120&height=120&fit=bounds" /> part deux of Ho-Lee

Lf 2021 rates_v_b2 from luc faucheux

]]> 553 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesvb2-210113212548-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2021 rates_v_a /slideshow/lf-2021-ratesva/241297178 lf2021ratesva-210113210939
2021_version]]>
2021_version]]> Wed, 13 Jan 2021 21:09:39 GMT /slideshow/lf-2021-ratesva/241297178 lucfaucheux@slideshare.net(lucfaucheux) Lf 2021 rates_v_a lucfaucheux 2021_version <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesva-210113210939-thumbnail.jpg?width=120&height=120&fit=bounds" /> 2021_version

Lf 2021 rates_v_a from luc faucheux

]]> 210 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2021ratesva-210113210939-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2020 rates_v_a /lucfaucheux/lf-2020-ratesva lf2020ratesva-201211153624
everything (almost) that you ever wanted to know about Ho-Lee but were too afraid to ask]]>
everything (almost) that you ever wanted to know about Ho-Lee but were too afraid to ask]]> Fri, 11 Dec 2020 15:36:24 GMT /lucfaucheux/lf-2020-ratesva lucfaucheux@slideshare.net(lucfaucheux) Lf 2020 rates_v_a lucfaucheux everything (almost) that you ever wanted to know about Ho-Lee but were too afraid to ask <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesva-201211153624-thumbnail.jpg?width=120&height=120&fit=bounds" /> everything (almost) that you ever wanted to know about Ho-Lee but were too afraid to ask

Lf 2020 rates_v_a from luc faucheux

]]> 590 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesva-201211153624-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2020 rates_iv /slideshow/lf-2020-ratesiv/238527677 lf2020ratesiv-200917163720
Part IV - not my favorite one, because it feels like enumerating a lot of models and properties, but you need to go though it, and the proper treatment of instantaneous forward and short rate, as well as affine models, since they are historically quite important to the field for financial modeling. Again, all mistakes and typos are mine.]]>
Part IV - not my favorite one, because it feels like enumerating a lot of models and properties, but you need to go though it, and the proper treatment of instantaneous forward and short rate, as well as affine models, since they are historically quite important to the field for financial modeling. Again, all mistakes and typos are mine.]]> Thu, 17 Sep 2020 16:37:20 GMT /slideshow/lf-2020-ratesiv/238527677 lucfaucheux@slideshare.net(lucfaucheux) Lf 2020 rates_iv lucfaucheux Part IV - not my favorite one, because it feels like enumerating a lot of models and properties, but you need to go though it, and the proper treatment of instantaneous forward and short rate, as well as affine models, since they are historically quite important to the field for financial modeling. Again, all mistakes and typos are mine. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesiv-200917163720-thumbnail.jpg?width=120&height=120&fit=bounds" /> Part IV - not my favorite one, because it feels like enumerating a lot of models and properties, but you need to go though it, and the proper treatment of instantaneous forward and short rate, as well as affine models, since they are historically quite important to the field for financial modeling. Again, all mistakes and typos are mine.

Lf 2020 rates_iv from luc faucheux

]]> 653 0 https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesiv-200917163720-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 Lf 2020 rates_iii /lucfaucheux/lf-2020-ratesiii lf2020ratesiii-200825150705
Part III of the Rates presentations. This one refines the notation for a general claim, and we explore some of the pitfalls and test our knowledge through the example of the Libor in arrears. This one is a little of a breather before attacking part IV]]>
Part III of the Rates presentations. This one refines the notation for a general claim, and we explore some of the pitfalls and test our knowledge through the example of the Libor in arrears. This one is a little of a breather before attacking part IV]]> Tue, 25 Aug 2020 15:07:05 GMT /lucfaucheux/lf-2020-ratesiii lucfaucheux@slideshare.net(lucfaucheux) Lf 2020 rates_iii lucfaucheux Part III of the Rates presentations. This one refines the notation for a general claim, and we explore some of the pitfalls and test our knowledge through the example of the Libor in arrears. This one is a little of a breather before attacking part IV <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesiii-200825150705-thumbnail.jpg?width=120&height=120&fit=bounds" /> Part III of the Rates presentations. This one refines the notation for a general claim, and we explore some of the pitfalls and test our knowledge through the example of the Libor in arrears. This one is a little of a breather before attacking part IV

Lf 2020 rates_iii from luc faucheux

]]> 905 1 https://cdn.slidesharecdn.com/ss_thumbnails/lf2020ratesiii-200825150705-thumbnail.jpg?width=120&height=120&fit=bounds presentation Black http://activitystrea.ms/schema/1.0/post

http://activitystrea.ms/schema/1.0/posted

0 https://cdn.slidesharecdn.com/profile-photo-lucfaucheux-48x48.jpg?cb=1707967072 Current employment: Natixis, New York (2018 - ) Head of Macro Trading. Products cover FX, FX options, Rates and Rates options for USD and Latam currencies, commodities (Oil, Natural Gas and NGL) and muni GIC activity. Dolan School of Business, Fairfield University, Fairfield (2019 -) Adjunct Professor. Currently teaches Global Financial Markets. https://cdn.slidesharecdn.com/ss_thumbnails/marcelfaucheuxtaquin-220916204856-51e563f5-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/marcelfaucheuxtaquinpdf/253006316 Marcel_Faucheux_Taquin... https://cdn.slidesharecdn.com/ss_thumbnails/selectionbrownianparticles-220916200012-34aefabb-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/selectionbrownianparticlespdf/253005941 Selection_Brownian_Par... https://cdn.slidesharecdn.com/ss_thumbnails/binarypotential-220916194000-51171f89-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/binarypotentialpdf/253005783 Binary_Potential.pdf