Year 4 Industrial Innovation Project (PI²4) in the ESILV engineering curriculum, 2023-2024. The probability distribution of an asset’s returns is essential in finance, and more particularly in asset management, whether to quantify the risks or expected gains of owning a security. Of the many probability laws in existence, the most accurate are the non-parametric ones. […]
Industrial Innovation Project for year 4 (PI²4) of the ESILV engineering curriculum, 2023-2024. When trading Structured Products, KCS must constantly evaluate and propose solutions to its clients according to their needs. A structured product pricer is an essential tool for estimating the price of such a product. Traditionally, the pricers available on the market are […]