Research

At Closer we believe that research is an important part of our business. In both IT and Quantitative Finance, Closer is a reference in I&D with presence in the most prestigious conferences and where students from the best universities come to develop their thesis. Some examples are:

Thesis:
Stochastic Differential Equations in Financial Modeling (PT)
Finite Differences in Valuation of European and American Options (PT)
Interest Rate Derivative Valuation Using Hull-White Model (PT)

Conference Papers:
Quantum Mechanics Framework to Minimize the Lack of Stationary Properties in Markov Like Credit Risk Models (EN)