Jean-Francois Boilard, MBA, MSc | Professionnal web site concerning FOREX, Market Microstructure and Options

1 – Introduction to...

Currency is probably one of the most traded product in a day to day basis. International companies are doing business in many countries which also mean there is a disparity between the currency amount in inflow and outflow. Individual investors may also want to exchange their currency to purchase products in another country. In general, investors might be interested to Foreign Exchange Market for speculating on the...

1 – Forward Vs Futu...

The first lesson of “Derivatives & Options” tutorial focuses on difference between Forward and Futures with an introduction on pricing of those contracts. It is important to understand these concepts before to read my personal research concerning Derivatives & Options and Characteristics of EBS Market. Forward Contract: Non-Standardized contract between two investors that agree to buy (sell) a...

About

Little bit more about myself

Currently, a Ph.D. candidate in the Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology (東京工業大学) my research has focused on analyzing microscopic electronic order book fluctuation of currencies (EBS/ICAP market) using a methodology from physics, so-called econophysics.

Researches

PAST & CURRENT RESEARCHES

This section describes the content of publications, working papers or personal researches with a focus on practical applications and numerical simulations. Codes and files might be attached with examples when helpful.

Tutorials

LEARN ABOUT QUANT. FINANCE

Many quantitative professionals are working with Financial data without necessarily having a direct background from Finance. The main purpose of this section is to link quantitative methods from Economy and Physics with practical approaches of Finance. Many examples are provided with codes and source files for motivated readers.