Notes, recherche et finance

Ce site rassemble des articles personnels, des notes techniques et des essais. J’y publierai notamment des travaux autour de la finance quantitative, des probabilités, de l’épistémologie et de la modélisation, ainsi que des textes plus libres lorsque le sujet s’y prête.

Les articles pourront aller de l’intuition accessible au développement mathématique détaillé.

Derniers articles

Finance Epistemology Mathematics

All Roads Lead to Disagreement (II): Pricing Disagreement Without Pricing Truth

How competing forecasts can become a contract—and change what lenders are willing to finance before everyone agrees.

Finance Epistemology

What Can a Market See?

A better forecast is useful only where it can change a decision. What happens when the models, rules or securities leave the important difference out?

Finance Epistemology

All Roads Lead to Disagreement (I): Why Two Careful Analysts Can Still Disagree

Two analysts can share the data, the mathematics and the good faith, and still value the same asset differently. This is an essay about what is left over when everything that can be settled has been settled.